Strategies

Published tactical asset allocation strategies from leading researchers, backtested and ready to explore.

Global Tactical — Ivy Portfolio (GTAA5)

This foundational strategy allocates equally across five core asset classes including US and international equities, bonds, real estate, and commodities. Each p...

Meb Faber·7 min read

Strategy

Global Tactical — 13 Assets (GTAA13)

This expanded variant of the Ivy Portfolio selects the top six assets from a diversified thirteen-asset universe spanning equities, fixed income, real estate, c...

Meb Faber·7 min read

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Global Tactical — Aggressive Top 3 (GTAA-AGG3)

This aggressive variant concentrates the portfolio into just the top three assets from a twelve-asset universe using multi-period momentum scoring across one, t...

Meb Faber·7 min read

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Global Tactical — Aggressive Top 6 (GTAA-AGG6)

This strategy selects the top six assets from a twelve-asset universe using the same multi-period momentum composite as the Aggressive Top 3 variant, but the wi...

Meb Faber·7 min read

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Trinity Portfolio (TRINITY)

This hybrid approach splits the portfolio evenly between a permanently held passive allocation and a tactically managed momentum sleeve. The passive half mainta...

Meb Faber·7 min read

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Sector Relative Strength (SECTOR_RS)

From Faber's 'Relative Strength Strategies for Investing' (SSRN 1585517). Ranks US SPDR sector ETFs using a composite of 1, 3, 6, 9, and 12-month total returns...

Meb Faber·7 min read

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Global Equity Momentum (GEM)

This foundational dual momentum strategy compares US and international equity markets using twelve-month returns to identify the stronger region, then applies a...

Gary Antonacci·7 min read

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Composite Dual Momentum (CDM)

This multi-module extension of Global Equity Momentum divides the portfolio into four independent paired modules covering equity, real estate, credit, and commo...

Gary Antonacci·7 min read

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Accelerating Dual Momentum (ADM)

This accelerated variant of dual momentum uses a blended average of one, three, and six-month returns rather than a single twelve-month lookback, allowing it to...

Engineered Portfolio·7 min read

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Accelerating Dual Momentum — Inflation Protected (ADM-IP)

An enhanced version of Accelerating Dual Momentum that adds inflation-protected bonds as an alternative defensive asset alongside long-term treasuries. During r...

Engineered Portfolio·7 min read

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Flexible Asset Allocation (FAA)

This multi-factor ranking strategy evaluates seven diverse assets across return, volatility, and correlation dimensions using a four-month lookback window. Asse...

Keller & Van Putten·7 min read

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Elastic Asset Allocation — Offensive (EAA-OFF)

This offensive variant of Elastic Asset Allocation scores seven assets using a geometric combination of return strength, low correlation to peers, and a directi...

Keller & Butler·7 min read

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Elastic Asset Allocation — Defensive (EAA-DEF)

This defensive variant of Elastic Asset Allocation adds a volatility penalty to the geometric scoring model, penalizing assets with elevated price fluctuations...

Keller & Butler·7 min read

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Protective Asset Allocation (PAA)

This strategy introduced the first graduated crash protection mechanism in tactical allocation, where the defensive allocation scales continuously based on the...

Keller & Keuning·7 min read

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Protective Asset Allocation — Conservative (PAA-CPR)

This conservative variant of Protective Asset Allocation uses a more aggressive protection threshold that triggers defensive allocation earlier and in larger pr...

Keller & Keuning·7 min read

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Elastic Asset Allocation — Legacy Offensive (EAA-LEG-OFF)

This legacy variant combines the Elastic Asset Allocation composite scoring methodology with the graduated breadth-based protection framework from Protective As...

Keller & Keuning·7 min read

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Elastic Asset Allocation — Legacy Defensive (EAA-LEG-DEF)

This defensive legacy variant pairs the EAA composite scoring system with a more conservative breadth protection threshold that triggers defensive allocation ea...

Keller & Keuning·7 min read

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Vigilant Asset Allocation (VAA-G4)

This strategy applies the most aggressive crash protection in the Keller family by monitoring four core assets and switching the entire portfolio to the best-pe...

Keller & Keuning·7 min read

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Vigilant Asset Allocation (VAA-G12)

This broader variant of Vigilant Asset Allocation expands the universe to twelve assets and replaces the binary all-or-nothing switch with a graduated protectio...

Keller & Keuning·7 min read

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Defensive Asset Allocation (DAA)

This strategy introduced the pivotal innovation of using a separate canary universe to detect market stress independently from the assets being selected for inv...

Keller & Keuning·7 min read

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Lethargic Asset Allocation (LAA)

This remarkably low-turnover strategy maintains a static four-asset allocation across US large-cap and small-cap equities, gold, and commodities, only making a...

Wouter Keller·7 min read

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Hybrid Asset Allocation — Balanced (HAA-B)

This hybrid approach uses Treasury inflation-protected securities as a single canary asset to detect rising yield and inflation stress conditions that typically...

Keller & Keuning·7 min read

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Hybrid Asset Allocation — Simple (HAA-S)

This simplified variant of Hybrid Asset Allocation reduces the investment decision to a binary choice between US equities and the best-performing defensive asse...

Keller & Keuning·7 min read

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Bold Asset Allocation — Balanced (BAA-B)

This dual-speed architecture uses a slow thirteen-month SMA ratio for asset selection from a broad twelve-asset risk-on universe while employing a fast 13612W c...

Wouter Keller·7 min read

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Bold Asset Allocation — Aggressive (BAA-A)

This aggressive variant concentrates the risk-on allocation into a single top-ranked asset from a focused four-asset universe (QQQ, VWO, VEA, BND). The same fou...

Wouter Keller·7 min read

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Resilient Asset Allocation (RAA)

This strategy positions itself between Defensive and Hybrid Asset Allocation by using the total bond market as a single canary asset that simultaneously capture...

Wouter Keller·7 min read

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Classical Asset Allocation — Offensive (CAA-OFF)

From Keller, Butler & Kipnis, 'Momentum and Markowitz: A Golden Combination'. Unlike traditional TAA strategies that rank assets and select top N, CAA feeds mom...

Keller, Butler & Kipnis·7 min read

Strategy

Classical Asset Allocation — Defensive (CAA-DEF)

The conservative variant from Keller, Butler & Kipnis, 'Momentum and Markowitz'. Same CLA optimization: momentum scores (avg 1,3,6,12M returns) serve as expecte...

Keller, Butler & Kipnis·7 min read

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Adaptive Asset Allocation (AAA)

This strategy selects the top five assets by six-month momentum from a nine-asset universe and then weights them using minimum-variance optimization based on da...

Adam Butler·7 min read

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Tactical Permanent Portfolio (TPP)

This strategy applies a tactical trend overlay to the classic Permanent Portfolio structure of equal-weight equities, long-term bonds, gold, and cash. The equit...

Adam Butler·7 min read

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Defensive Adaptive Allocation (KDA)

This strategy merges the canary-based crash protection framework from Defensive Asset Allocation with the minimum-variance portfolio construction approach from...

Ilya Kipnis·7 min read

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Robust Asset Allocation — Balanced (RAA-GRAY-B)

This strategy applies a conservative dual-filter approach requiring both absolute momentum confirmation and trend confirmation before committing capital to any...

Wes Gray·7 min read

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Robust Asset Allocation — Aggressive (RAA-GRAY-A)

This aggressive variant of Robust Asset Allocation concentrates the offensive allocation between US and international equities using the same dual-filter method...

Wes Gray·7 min read

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Growth-Trend Timing — Industrial Production (INDPRO)

This macro-aware strategy uses industrial production data as its primary recession indicator and only activates the trend-following filter during confirmed econ...

Philosophical Economics·7 min read

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Growth-Trend Timing — Unemployment (GTT-UE)

This variant of Growth-Trend Timing uses the unemployment rate as its recession indicator, comparing the three-month average against the twelve-month average to...

Philosophical Economics·7 min read

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Tactical Bond Rotation (TACBOND)

This pure fixed income strategy rotates among seven bond ETFs spanning short, intermediate, and long-term treasuries, inflation-protected securities, investment...

Paul Novell·7 min read

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Global Growth Cycle (GGC)

This macro-driven strategy uses the OECD Composite Leading Indicator diffusion index to determine global economic momentum by measuring the percentage of member...

Grzegorz Link·7 min read

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Global Growth Cycle — Enhanced (GGC-ENH)

This enhanced variant of the Global Growth Cycle strategy adds relative momentum selection within both the risk-on and risk-off allocation branches, choosing be...

Grzegorz Link·7 min read

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Defense First (DEF_FIRST)

This unconventional strategy inverts the standard tactical allocation logic by interpreting weakness in traditional defensive assets as a signal to increase equ...

Thomas Carlson·7 min read

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TrendYCMacro (TRENDYCMACRO)

This multi-signal strategy combines three independent indicators spanning price trend, yield curve slope, and industrial production growth to determine equity m...

Durian & Vojtko·7 min read

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Risk Parity Trend — US (RP-US)

This strategy applies risk parity weighting to a five-asset US-focused universe spanning equities, emerging markets, bonds, commodities, and real estate, with e...

Clare, Seaton, Smith & Thomas·7 min read

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Risk Parity Trend — Global (RP-GLOBAL)

This global variant of the risk parity trend strategy expands the asset universe to include world equities, emerging markets, global aggregate bonds, commoditie...

Clare, Seaton, Smith & Thomas·7 min read

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Momentum Based Balancing (MBB)

This NAAIM Wagner Award-winning strategy ranks seven assets by twelve-month momentum and selects the top performers while enforcing a hard twenty-five percent p...

Mark Virag·7 min read

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Paired Switching — SPY/TLT (PAIRED)

Based on Glenn (SSRN 2437049). A simple market timing algorithm that switches between US equities (SPY) and long-term treasuries (TLT) monthly on the last day,...

Lewis Glenn·7 min read

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Quint Switching Filtered (QUINT)

This expanded variant of Paired Switching ranks nine assets including five equity positions and four defensive alternatives by thirteen-week returns and holds t...

Lewis Glenn·7 min read

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Gold Cross-Asset Momentum (GOLD_XA)

Based on the joint gold-Treasury momentum regime model by Vojtko & Dujava (SSRN 6042135). The paper demonstrates that gold's forward returns are systematically...

Vojtko & Dujava·7 min read

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Piard Seasonal Rotation (PIARD-SEAS)

This calendar-driven strategy allocates to specific country ETFs during their historically strongest seasonal windows, holding Singapore and Brazil equities dur...

Fred Piard·7 min read

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Sell in May (SELL-MAY)

This classic seasonal strategy implements the well-known Halloween effect by holding US equities during the historically stronger November through April period...

Classic·7 min read

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Mama Bear Portfolio (MAMA_BEAR)

This conservative variant from the Muscular Portfolios framework selects the top three assets from a nine-asset universe using a blended momentum score that ave...

Brian Livingston·7 min read

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Papa Bear Portfolio (PAPA_BEAR)

This aggressive variant from the Muscular Portfolios framework expands the selection universe to thirteen assets including additional bond segments and inflatio...

Brian Livingston·7 min read

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Golden Butterfly (GOLDEN)

This static benchmark holds five assets in equal twenty-percent allocations: US large-cap equities, small-cap value stocks, long-term treasuries, short-term tre...

Classic·7 min read

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Permanent Portfolio (PERM)

This classic static allocation divides the portfolio into four equal twenty-five percent positions across stocks, long-term bonds, gold, and cash, designed to p...

Harry Browne·7 min read

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All Weather Portfolio (ALL-WEATHER)

This widely referenced benchmark implements the risk parity philosophy by allocating thirty percent to equities, fifty-five percent across long and intermediate...

Ray Dalio·7 min read

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Classic 60/40 Benchmark (60/40)

This industry-standard benchmark allocates sixty percent to US equities and forty percent to US aggregate bonds, rebalanced annually with no tactical switching...

Classic·7 min read

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Dividend & Growth Allocation (DGA)

Choi's aggressive growth-and-dividend rotation selects between Nasdaq 100 (QQQ) and US high-dividend stocks (SCHD) using a five-window momentum composite. Three...

Paul Choi·7 min read

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Defensive Asset Allocation — Single Asset (DAA1-U1)

DAA variant: single SPY risk-on with defensive rotation among SHY/IEF/BIL....

Keller & Keuning·7 min read

Strategy

Dual Momentum Top 6 (DUAL-T6)

From PAA paper (Keller & Keuning). Dual momentum = relative ranking + absolute filter. Same 12-asset universe as PAA. No breadth-based protection — uses individ...

Keller & Keuning·7 min read