Strategy Leaderboard
Compare 73 tactical and fixed asset allocation strategies ranked by 30-year performance.
Data as of 2026-05-19
| # | Strategy | 1Y | 3Y | CAGR | Max DD | Sharpe (descending) |
|---|---|---|---|---|---|---|
| 1 | 14.1% | 12.6% | 6.8% | -7.2% | 1.26 | |
| 2 | 16.3% | 10.8% | 6.5% | -7.3% | 1.24 | |
| 3 | 56.1% | 21.3% | 17.6% | -15.9% | 1.20 | |
| 4 | 30.4% | 19.8% | 12.7% | -19.4% | 1.18 | |
| 5 | 41.5% | 20.6% | 21.7% | -30.0% | 1.17 | |
| 6 | 29.9% | 18.9% | 15.0% | -16.3% | 1.15 | |
| 7 | 20.2% | 10.6% | 10.8% | -15.9% | 1.15 | |
| 8 | 25.9% | 6.8% | 11.3% | -11.0% | 1.13 | |
| 9 | 39.2% | 24.6% | 17.7% | -29.1% | 1.11 | |
| 10 | 33.9% | 20.2% | 13.7% | -13.2% | 1.10 | |
| 11 | 38.5% | 15.7% | 13.9% | -16.8% | 1.09 | |
| 12 | Golden Ratio moderateTactical | 21.2% | 15.7% | 10.7% | -19.4% | 1.09 |
| 13 | 44.6% | 17.3% | 17.9% | -17.6% | 1.08 | |
| 14 | 31.0% | 18.3% | 13.3% | -24.4% | 1.07 | |
| 15 | 42.7% | 24.0% | 10.9% | -15.3% | 1.07 | |
| 16 | 32.5% | 12.3% | 11.9% | -12.4% | 1.06 | |
| 17 | 29.1% | 17.3% | 13.5% | -27.5% | 1.05 | |
| 18 | 23.0% | 17.3% | 10.8% | -18.6% | 1.05 | |
| 19 | Permanent Portfolio (Static) conservativeFixed | 15.4% | 12.9% | 7.3% | -17.0% | 1.05 |
| 20 | 16.1% | 13.3% | 7.1% | -15.8% | 1.04 | |
| 21 | 28.7% | 18.0% | 18.2% | -21.6% | 1.03 | |
| 22 | 31.2% | 11.3% | 9.4% | -20.3% | 1.01 | |
| 23 | 33.0% | 11.9% | 8.9% | -10.2% | 1.01 | |
| 24 | 10.5% | 10.1% | 10.5% | -22.7% | 1.00 | |
| 25 | All Weather (Dalio) conservativeFixed | 13.6% | 9.1% | 7.2% | -20.5% | 1.00 |
| 26 | 48.2% | 17.3% | 18.7% | -24.4% | 0.99 | |
| 27 | 33.1% | 14.3% | 11.0% | -18.3% | 0.98 | |
| 28 | 18.2% | 8.9% | 7.4% | -16.7% | 0.96 | |
| 29 | 65.0% | 24.8% | 23.2% | -30.2% | 0.95 | |
| 30 | 31.8% | 13.9% | 10.1% | -19.4% | 0.94 | |
| 31 | 28.7% | 17.0% | 9.7% | -17.9% | 0.93 | |
| 32 | 47.9% | 14.2% | 19.7% | -28.3% | 0.91 | |
| 33 | 22.5% | 14.7% | 14.6% | -25.1% | 0.91 | |
| 34 | 15.7% | 11.3% | 9.1% | -20.1% | 0.91 | |
| 35 | 24.8% | 13.3% | 7.9% | -20.3% | 0.91 | |
| 36 | 19.5% | 17.2% | 9.8% | -18.5% | 0.90 | |
| 37 | 28.9% | 16.3% | 9.2% | -17.5% | 0.90 | |
| 38 | 41.1% | 23.5% | 7.7% | -11.5% | 0.90 | |
| 39 | 19.6% | 9.8% | 7.2% | -17.8% | 0.90 | |
| 40 | Golden Butterfly moderateFixed | 18.6% | 13.9% | 8.0% | -17.8% | 0.88 |
| 41 | 17.6% | 12.1% | 7.6% | -14.3% | 0.88 | |
| 42 | 21.1% | 17.3% | 12.2% | -29.7% | 0.87 | |
| 43 | Dynamic Macro Allocation (Sadek) Tactical | 45.0% | 24.9% | 12.1% | -16.9% | 0.87 |
| 44 | 17.0% | 10.4% | 10.9% | -30.7% | 0.86 | |
| 45 | 16.7% | 3.3% | 13.8% | -23.2% | 0.85 | |
| 46 | 38.4% | 14.5% | 12.3% | -15.8% | 0.84 | |
| 47 | 32.3% | 10.7% | 11.8% | -19.8% | 0.84 | |
| 48 | 32.7% | 13.6% | 7.4% | -24.3% | 0.83 | |
| 49 | 42.0% | 24.5% | 8.6% | -12.7% | 0.82 | |
| 50 | 24.0% | 17.3% | 17.3% | -37.0% | 0.81 | |
| 51 | 20.9% | 15.6% | 13.6% | -24.4% | 0.80 | |
| 52 | 41.0% | 12.8% | 16.3% | -26.7% | 0.79 | |
| 53 | 37.6% | 13.4% | 11.1% | -16.6% | 0.79 | |
| 54 | 18.5% | 11.7% | 10.8% | -30.3% | 0.72 | |
| 55 | 24.8% | 16.3% | 9.9% | -19.0% | 0.72 | |
| 56 | 25.6% | 17.9% | 11.3% | -20.7% | 0.70 | |
| 57 | 35.1% | 16.1% | 10.6% | -22.2% | 0.70 | |
| 58 | 37.8% | 25.6% | 8.8% | -28.8% | 0.69 | |
| 59 | 22.1% | 10.7% | 5.8% | -24.9% | 0.69 | |
| 60 | 48.9% | 21.3% | 14.1% | -33.8% | 0.66 | |
| 61 | 24.9% | 21.4% | 12.9% | -46.7% | 0.66 | |
| 62 | Classic 60/40 moderateFixed | 16.0% | 14.7% | 8.3% | -30.5% | 0.65 |
| 63 | 15.6% | 13.4% | 7.5% | -32.7% | 0.63 | |
| 64 | 18.1% | 17.1% | 9.2% | -38.4% | 0.59 | |
| 65 | 61.2% | 44.2% | 22.6% | -82.9% | 0.58 | |
| 66 | 14.8% | 12.8% | 8.2% | -39.3% | 0.56 | |
| 67 | 19.6% | 17.1% | 8.6% | -42.7% | 0.54 | |
| 68 | 18.6% | 16.0% | 8.5% | -43.8% | 0.53 | |
| 69 | 14.4% | 10.8% | 7.1% | -33.1% | 0.53 | |
| 70 | 100% US Stock Market aggressiveFixed | 23.0% | 21.8% | 10.3% | -50.1% | 0.50 |
| 71 | 23.2% | 21.9% | 10.3% | -50.1% | 0.50 | |
| 72 | 25.5% | 11.3% | 9.1% | -34.7% | 0.50 | |
| 73 | 24.3% | 19.9% | 8.8% | -53.3% | 0.44 |
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About this leaderboard
This leaderboard ranks tactical and fixed asset allocation strategies by their trailing returns over multiple time horizons. All performance data comes from rigorous backtests using actual ETF prices and proxy chains extending back to 2000 or earlier.
Trailing returns (1M, 3M, YTD, 1Y) show recent cumulative performance. Multi-year returns (3Y, 5Y) are annualized. CAGR represents the compound annual growth rate since inception.
Risk metrics include maximum drawdown (worst peak-to-trough decline), Sharpe ratio (risk-adjusted return), Sortino ratio (downside-adjusted return), and annualized volatility.
Strategy categories include momentum, trend-following, risk parity, mean reversion, and static/fixed allocations from respected authors like Keller, Dalio, Bernstein, Ferri, and others.
Past performance is not indicative of future results. All returns shown are backtested using historical data and may not reflect actual trading results. Backtests are subject to look-ahead bias, survivorship bias, and other limitations. This is not financial advice. Always do your own research before investing.