Tactical asset allocation strategies you can actually run from a European broker. Every sleeve has a UCITS equivalent, every monthly signal translates 1:1, no PRIIPs / KID dead ends.
Most published tactical asset allocation strategies (HAA, GEM, KDA, VAA, the Keller suite) reference US-listed ETFs like SPY, QQQ, TLT, GLD or IEF. Under the EU PRIIPs / KID rules, brokers in the EU, EEA and UK block retail purchases of these funds because they lack a Key Information Document.
The fix is UCITS ETFs: EU-domiciled funds tracking the same indices, fully accessible from any European broker. The strategies below have been curated so that every sleeve they hold has an exact or close UCITS equivalent, with the ISIN codes available in the UCITS Finder.
Open the ticker-level mapping page for the UCITS ETF name, ISIN, confidence level, notes and the BestFolio strategies that use each US-listed ETF.
Backtests use the long US ETF history; live execution uses the UCITS substitute. CAGR, Sharpe and max drawdown reflect the default unleveraged variant on BestFolio.
Global Equities Momentum (GEM) is Gary Antonacci's dual-momentum strategy: each month it holds US stocks, international stocks, or bonds, whichever has the strongest trend, and rotates fully to bonds when equities weaken. One asset at a time, rebalanced monthly.
UCITS coverage: Three-ETF dual momentum. Maps cleanly: CSPX (S&P 500), VWRA (global) or IWDA (developed ex-US), and AGGH (Bloomberg Aggregate).
Hybrid Asset Allocation (HAA) is Wouter Keller's tactical strategy: a single TIP canary gates risk-on or risk-off, and when risk-on it holds the top 4 assets by 13612 momentum (the 1, 3, 6, and 12-month returns, equally weighted) from a broad multi-asset universe, rotating to the best of bonds or cash when the canary turns negative. Monthly rebalancing.
UCITS coverage: Wide universe but every offensive sleeve has UCITS coverage: CSPX, CNDX, RU2K, IWDA, EIMI, IWDP, ICOM, IDTM and TIP5 for the canary.
Breadth-momentum strategy that invests offensively only when all four assets (US, intl, EM, bonds) show positive weighted multi-period momentum. A single negative score triggers 100% rotation into the best defensive bond. Monthly rebalancing.
UCITS coverage: Breadth momentum over CSPX, IWDA, EIMI, AGGH plus defensive bonds (IBTM, IBTA, IBGS). All exact or close matches.
Dual-canary crash protection with three-tier allocation. VWO and BND momentum controls a 0/50/100% bond fraction; offense selects top 6 of 12 global assets by weighted multi-period momentum. Monthly rebalancing.
UCITS coverage: 12-asset universe translates 1:1: CSPX, CNDX, IWDA, EIMI, IWDP, ICOM, IDTM, IBTM and shorter-duration UCITS bonds.
Canary-based regime detection using weighted multi-period breadth momentum on four assets. Offense ranks by SMA(12) relative momentum; defense selects top bonds with underperformer replacement. Aggressive and Balanced variants. Monthly rebalancing.
UCITS coverage: Aggressive and Balanced variants both rely on CSPX, CNDX, IWDP and VGK, with UCITS bond defenses for the SAFE sleeve.
Breadth-based crash protection across 12 risky assets. The fraction with positive SMA momentum determines the bond buffer -- more negative assets means more IEF protection. Remaining capital goes to top momentum picks. Monthly rebalancing.
UCITS coverage: Breadth-based bond buffer using IBTM as the protective sleeve. Risky basket maps to CSPX, CNDX, IWDA, EIMI, IWDP and ICOM.
Defensive adaptive allocation using Treasury canary assets (SHY, IEF) for regime detection. All canaries positive triggers top-N offensive momentum picks; any negative switches to equal-weight defensive bonds. Monthly rebalancing.
UCITS coverage: Canary uses IBTS (1-3yr) and IBTM (7-10yr) Treasuries. Offensive selection over CSPX, IWDA, EIMI, ICOM, IGLN, IBTM.
Momentum selection with risk-based sizing. Ranks 10 global assets by 6-month momentum, selects the top 5, then weights them by inverse 20-day volatility. Combines return-chasing with volatility-aware position sizing. Monthly rebalancing.
UCITS coverage: Ten-asset momentum + inverse-vol weighting. Every constituent has a UCITS equivalent on the LSE or Xetra.
Trend-following across five major asset classes (US stocks, intl stocks, REITs, bonds, commodities). Each asset held only when above its 10-month SMA; below-trend slices move to cash. Equal-weighted. Monthly rebalancing.
UCITS coverage: Faber's five asset classes map to CSPX, IWDA, IWDP, IBTM and ICOM with the 10-month SMA filter applied identically.
Four independent 25% dual-momentum modules (Equities, Credit, Real Estate, Stress). Each module picks its relative momentum winner, then applies an absolute filter vs T-bills. Broadly diversified across asset classes. Monthly rebalancing.
UCITS coverage: Four 25% dual-momentum modules. Equity, credit, real estate and stress sleeves all have UCITS coverage.
Each strategy's monthly signal is computed against the original US ETF universe, preserving the academic backtest.
Every US ticker is mapped to its closest UCITS equivalent with an exact, close or approximate confidence label and a full ISIN.
Place the same orders against ISINs your European broker supports. Interactive Brokers, DEGIRO, Trading 212, Saxo, Trade Republic all work.
BestFolio publishes monthly UCITS-translated signals for every strategy on this page, plus 70+ more. Free plan covers the fundamentals; Founder unlocks signals and blended portfolios.