# BestFolio

> BestFolio (https://bestfolio.app) is a tactical asset allocation (TAA) research platform for ETF investors: 80 published strategies with walk-forward tested, out-of-sample track records, the longest TAA backtests publicly available (Hybrid Asset Allocation back to 1974, with backtests reaching back to 1920), monthly rebalancing signals, portfolio blending, and free analysis tools. Every strategy includes European UCITS ETF mappings.

Key facts:
- Backtests use no look-ahead. Walk-forward portfolios re-optimize sleeve weights on rolling windows and publish genuine out-of-sample track records with turnover.
- Strategy signals are computed at month-end: a signal dated end of February is what you hold during March.
- The catalog spans static allocations (Permanent Portfolio, Golden Butterfly), classic TAA (HAA, VAA, BAA, GEM, dual momentum), and leveraged or capital-efficient variants (return stacking, NTSX/GDE/RSST style).
- Free tools work without an account. Strategy details and signals require a subscription, see pricing below.
- BestFolio provides information for educational purposes only. Nothing on the site is investment advice.

## Strategies

Full catalog: [Strategies](https://bestfolio.app/strategies) and [Leaderboard](https://bestfolio.app/leaderboard). Listed oldest backtest first.

- [Paired Switching (Glenn)](https://bestfolio.app/strategies/paired-switching): Simple monthly rotation between stocks (SPY) and bonds (TLT). Holds whichever asset has the higher 3-month total return. 100% single-asset... (CAGR 9.1%, max drawdown -62.9%, backtest since 1920, author: Glenn (Quantpedia))
- [UIS (Universal Investment Strategy)](https://bestfolio.app/strategies/uis): Dynamically optimizes the stocks/bonds split by maximizing a modified Sharpe ratio (Return / Vol^2.5) over a 72-day lookback. Tests every... (CAGR 6.8%, max drawdown -34.6%, backtest since 1920, author: Frank Grossmann)
- [Classic 60/40](https://bestfolio.app/strategies/classic-60-40): The benchmark for balanced portfolios: 60% US stocks, 40% US bonds. Every other allocation is measured against this. (CAGR 8.0%, max drawdown -65.8%, backtest since 1922, author: Traditional)
- [Century Momentum](https://bestfolio.app/strategies/century-momentum): Top-decile US momentum with a 10-month SMA trend filter. Holds the momentum sleeve (SPMO) while it trades above its 10-month moving... (CAGR 16.2%, max drawdown -46.7%, backtest since 1928, author: BestFolio Research)
- [Permanent Portfolio](https://bestfolio.app/strategies/permanent-portfolio): Classic four-quadrant allocation: 25% each in stocks, long bonds, gold, and cash. Designed to perform in any economic environment. Optional... (CAGR 7.2%, max drawdown -17.3%, backtest since 1961, author: Harry Browne)
- [Tactical Permanent Portfolio](https://bestfolio.app/strategies/tactical-permanent): Tactical overlay on the classic 25/25/25/25 Permanent Portfolio. Assets with negative 12-month returns are replaced by cash, adding... (CAGR 7.8%, max drawdown -10.5%, backtest since 1961, author: Adam Butler (ReSolve))
- [All Weather (Dalio)](https://bestfolio.app/strategies/all-weather-dalio): Designed for all economic seasons: 30% stocks, 55% bonds, 15% commodities. The retail version of Bridgewater's risk-parity approach. (CAGR 7.7%, max drawdown -22.5%, backtest since 1971, author: Ray Dalio)
- [RP3 Trend-Tilted Core](https://bestfolio.app/strategies/rp3-trend-tilted-core): Three-asset inverse-vol risk-parity core (SPY / TLT / GLD), each asset independently tilted by its own trend: uptrend full weight, neutral... (CAGR 8.3%, max drawdown -12.4%, backtest since 1973, author: Beyond Passive (adapted))
- [HAA (Hybrid Asset Allocation)](https://bestfolio.app/strategies/haa): 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... (CAGR 16.2%, max drawdown -19.7%, backtest since 1974, author: Wouter Keller)
- [VAA (Vigilant Asset Allocation)](https://bestfolio.app/strategies/vaa): Breadth-momentum strategy that invests offensively only when all four assets (US, intl, EM, bonds) show positive weighted multi-period... (CAGR 14.5%, max drawdown -20.9%, backtest since 1978, author: Wouter J. Keller & Jan Willem Keuning)
- [Permanent Portfolio (Static)](https://bestfolio.app/strategies/permanent-portfolio-static): Classic 4x25% allocation: stocks, long bonds, gold, and cash. Covers prosperity, deflation, inflation, and recession. (CAGR 7.9%, max drawdown -18.6%, backtest since 1978, author: Harry Browne)
- [EAA (Elastic Asset Allocation)](https://bestfolio.app/strategies/eaa): Multi-factor scoring combining return, low correlation, and low volatility. Cash fraction scales elastically with the number of assets... (CAGR 9.7%, max drawdown -17.2%, backtest since 1982, author: Keller & Butler)
- [Bamboo (DMS)](https://bestfolio.app/strategies/dms-bamboo): Static 4-ETF allocation designed as a better 60/40: US large cap, total bonds, managed futures, and gold. Bamboo+/++ variants activate... (CAGR 8.8%, max drawdown -23.0%, backtest since 1985, author: Randy Harris)
- [The 12% Solution (Carter)](https://bestfolio.app/strategies/carter-12pct): Two-sleeve monthly rotation: 60% in the best-momentum equity ETF (or cash if none outperforms) and 40% in the stronger bond ETF. Uses... (CAGR 10.9%, max drawdown -31.8%, backtest since 1985, author: David Alan Carter)
- [Mama Bear Portfolio](https://bestfolio.app/strategies/mama-bear): Momentum rotation across 9 diversified ETFs spanning US large/small cap, international, EM, REITs, commodities, gold, and bonds. Holds the... (CAGR 11.1%, max drawdown -33.5%, backtest since 1985, author: Brian Livingston)
- [Adaptive Asset Allocation](https://bestfolio.app/strategies/adaptive-aa): Momentum selection with risk-based sizing. Ranks 10 global assets by 6-month momentum, selects the top 5, then weights them by inverse... (CAGR 10.4%, max drawdown -21.9%, backtest since 1985, author: ReSolve Asset Management)
- [The Russell (DMS)](https://bestfolio.app/strategies/dms-russell): Russell-style momentum rotation comparing large/mid/small cap equities by composite 1/3/6-month score vs T-bills. Risk-off uses a Treasury... (CAGR 13.0%, max drawdown -39.3%, backtest since 1985, author: Randy Harris)
- [Triad (DMS)](https://bestfolio.app/strategies/dms-triad): Four-sleeve TAA using 7-month SMA distance metric across US large cap, mid/international, commodities, and bonds. Smart Leverage variants... (CAGR 10.4%, max drawdown -15.0%, backtest since 1985, author: Randy Harris)
- [Buy the Dip](https://bestfolio.app/strategies/buy-the-dip): Daily rebalancing. RSI/SMA hysteresis strategy on QQQ with four regimes: Oversold triggers leveraged long; Overheated triggers inverse;... (CAGR 22.3%, max drawdown -76.4%, backtest since 1985, author: BestFolio)
- [SPY 200MA Band Timer (Sadek)](https://bestfolio.app/strategies/sadek-spy-band): Asymmetric-band trend timer on SPY, originally identified at a trading-group meeting in the mid-2000s and validated in live use for over... (CAGR 10.3%, max drawdown -34.0%, backtest since 1985, author: Bill Sadek)
- [TQQQ/QQQ 200MA Band (+4%/-3%)](https://bestfolio.app/strategies/tqqq-qqq-band): Asymmetric SPY 200-day SMA band that switches Nasdaq-100 exposure between 3x (TQQQ) and 1x (QQQ). When SPY closes more than 4% above its... (CAGR 27.3%, max drawdown -95.8%, backtest since 1985, author: XXXMrHOLLYWOOD (r/TQQQ))
- [Risk Parity Momentum (Schwoerer)](https://bestfolio.app/strategies/schwoerer-rpm): Risk parity meets trend-following. Three assets (QQQ, GLD, TLT) filtered by 200-day SMA; qualifying assets are allocated by inverse 60-day... (CAGR 10.8%, max drawdown -20.1%, backtest since 1986, author: Martin Schwoerer)
- [ADM (Accelerating Dual Momentum)](https://bestfolio.app/strategies/adm): Accelerating dual momentum averaging 1/3/6-month returns to rank US vs international small-cap equities. Winner must show positive... (CAGR 15.5%, max drawdown -25.8%, backtest since 1986, author: EngineeredPortfolio)
- [BAA (Bold Asset Allocation)](https://bestfolio.app/strategies/baa): Canary-based regime detection using weighted multi-period breadth momentum on four assets. Offense ranks by SMA(12) relative momentum;... (CAGR 10.8%, max drawdown -14.4%, backtest since 1986, author: Wouter J. Keller)
- [Carlson's Adaptive 60/40](https://bestfolio.app/strategies/adaptive-6040): Holds 60% SPY and rotates the 40% defensive sleeve monthly into the strongest of TLT, GLDM or PDBC by 1/3/6/12-month momentum. A... (CAGR 11.6%, max drawdown -35.6%, backtest since 1986, author: Thomas Carlson)
- [Carlson's Defense First](https://bestfolio.app/strategies/defense-first): Defensive-first approach ranking 4 safe-haven assets (bonds, gold, commodities, dollar) by multi-period momentum. Assets underperforming... (CAGR 10.7%, max drawdown -20.3%, backtest since 1986, author: Thomas Carlson)
- [Composite Momentum](https://bestfolio.app/strategies/composite-momentum): Trend-filtered multi-asset momentum rotation. Uses SPY 200-day SMA for regime detection, 8-month return for asset selection, absolute... (CAGR 11.3%, max drawdown -20.4%, backtest since 1986, author: BestFolio Research)
- [DAA (Defensive Asset Allocation)](https://bestfolio.app/strategies/daa): Dual-canary crash protection with three-tier allocation. VWO and BND momentum controls a 0/50/100% bond fraction; offense selects top 6 of... (CAGR 12.4%, max drawdown -19.6%, backtest since 1986, author: Wouter J. Keller & Jan Willem Keuning)
- [GEM (Global Equities Momentum)](https://bestfolio.app/strategies/gem): Global Equities Momentum (GEM) is Gary Antonacci's dual-momentum strategy: each month it holds US stocks, international stocks, or bonds,... (CAGR 12.3%, max drawdown -33.7%, backtest since 1986, author: Gary Antonacci)
- [GTAA (Global Tactical Asset Allocation)](https://bestfolio.app/strategies/gtaa): Trend-following across five major asset classes (US stocks, intl stocks, REITs, bonds, commodities). Each asset held only when above its... (CAGR 7.5%, max drawdown -16.8%, backtest since 1986, author: Meb Faber)
- [Global Navigator+ (DMS)](https://bestfolio.app/strategies/dms-global-navigator): Extends the LT Gain framework with an international equity check -- VXUS can displace US equities when trending stronger. Smart Leverage... (CAGR 15.0%, max drawdown -30.3%, backtest since 1986, author: Randy Harris)
- [Gold Cross-Asset Momentum](https://bestfolio.app/strategies/gold-cross-asset): Cross-asset momentum strategy investing in gold only when both gold and intermediate bonds show positive 12-month momentum. Dual... (CAGR 7.6%, max drawdown -33.7%, backtest since 1986, author: Cyril Dujava (Quantpedia))
- [Growth-Trend Timing](https://bestfolio.app/strategies/growth-trend-timing): Dual-signal regime strategy using HYG/IEF ratio as a growth proxy and SPY 200-day SMA as a trend filter. Both bullish holds 100% equities;... (CAGR 11.1%, max drawdown -33.1%, backtest since 1986, author: Philosophical Economics)
- [Ivy Portfolio](https://bestfolio.app/strategies/ivy): Five-asset equal-weight portfolio (US stocks, intl stocks, REITs, bonds, commodities) with a 200-day SMA trend filter. Below-trend assets... (CAGR 7.5%, max drawdown -17.9%, backtest since 1986, author: Meb Faber & Eric Richardson)
- [KDA (Kipnis Defensive Adaptive)](https://bestfolio.app/strategies/kda): Defensive adaptive allocation using Treasury canary assets (SHY, IEF) for regime detection. All canaries positive triggers top-N offensive... (CAGR 7.3%, max drawdown -25.1%, backtest since 1986, author: David Varadi / Ilya Kipnis)
- [LAA (Lethargic Asset Allocation)](https://bestfolio.app/strategies/laa): Low-maintenance allocation with a permanent 75% core (value stocks, gold, bonds) plus a 25% growth sleeve. The growth sleeve rotates to... (CAGR 10.2%, max drawdown -19.4%, backtest since 1986, author: Wouter J. Keller)
- [LT Gain (DMS)](https://bestfolio.app/strategies/dms-lt-gain): Single-asset momentum strategy comparing US large cap vs T-bills by composite 1/3/6-month score. Smart Leverage activates 2x/3x after 15%... (CAGR 15.0%, max drawdown -33.1%, backtest since 1986, author: Randy Harris)
- [Multi-Asset Momentum](https://bestfolio.app/strategies/vitral-multi-asset-momentum): Long-only multi-asset momentum from Zambrano & Rizzolo (SSRN #4199648). Aggregates 9 signals (3 momentum measures × 3 lookbacks) to reduce... (CAGR 9.6%, max drawdown -14.4%, backtest since 1986, author: Zambrano & Rizzolo (Vitral Advisors))
- [PAA (Protective Asset Allocation)](https://bestfolio.app/strategies/paa): Breadth-based crash protection across 12 risky assets. The fraction with positive SMA momentum determines the bond buffer -- more negative... (CAGR 9.4%, max drawdown -14.2%, backtest since 1986, author: Wouter J. Keller & Jan Willem Keuning)
- [Pragmatic Asset Allocation](https://bestfolio.app/strategies/pragmatic-aa): Ranks 7 diversified ETFs by composite momentum (average of 1/3/6/12-month returns). Top 3 with positive momentum are held equal-weighted;... (CAGR 13.3%, max drawdown -22.5%, backtest since 1986, author: Radovan Vojtko et al. (Quantpedia))
- [RP Gold+SCV (Schwoerer)](https://bestfolio.app/strategies/schwoerer-rp-gold-scv): Risk parity allocation across gold, small cap value, and intermediate Treasuries using inverse-volatility weighting. Optional 200-day SMA... (CAGR 6.6%, max drawdown -30.7%, backtest since 1986, author: Martin Schwoerer)
- [Robust Asset Allocation](https://bestfolio.app/strategies/robust-aa): Five-asset equal-weight allocation (US/intl stocks, REITs, commodities, gold) with absolute momentum filter. Any asset with negative... (CAGR 9.3%, max drawdown -22.0%, backtest since 1986, author: Wes Gray (Alpha Architect))
- [Sector Rotation (Faber QTAA-Sectors)](https://bestfolio.app/strategies/sector-rotation): Monthly sector rotation across 8 US SPDR sector ETFs. Ranks each sector by 1/3/6/12-month average momentum and holds the top N (default 3).... (CAGR 10.2%, max drawdown -35.7%, backtest since 1986, author: Meb Faber)
- [Split-Lookback Momentum Pair](https://bestfolio.app/strategies/split-momentum-pair): Two independent 50% sub-portfolios using different momentum lookbacks: one based on 12-month momentum, one on short-term (1/3/6-month... (CAGR 12.0%, max drawdown -28.6%, backtest since 1986, author: BestFolio Research)
- [TQQQ/UPRO Trend SMA](https://bestfolio.app/strategies/tqqq-trend): Leveraged trend-following using SPY 200-day SMA with QQQ/SPY relative strength. Three regimes: QQQ outperforms triggers leveraged... (CAGR 14.4%, max drawdown -40.2%, backtest since 1986, author: BestFolio)
- [4-3-2-1 Dragon](https://bestfolio.app/strategies/dragon-4321): Multi-asset all-weather allocation inspired by the Artemis Dragon Portfolio: equities + small cap value + managed futures + long... (CAGR 8.9%, max drawdown -19.6%, backtest since 1986)
- [Cockroach Portfolio](https://bestfolio.app/strategies/cockroach-portfolio): Defensive 5-ETF portfolio using defensive equity sectors (staples, utilities, healthcare) plus treasuries and gold. (CAGR 9.3%, max drawdown -20.9%, backtest since 1986, author: Tony Dong)
- [LETF Baseline: SSO / ZROZ / GLD](https://bestfolio.app/strategies/letf-sso-zroz-gld): A popular 2x leveraged static portfolio: 50% SSO (2x S&P 500), 25% ZROZ (extended-duration Treasuries), 25% GLD (gold). Leveraged history... (CAGR 12.3%, max drawdown -50.0%, backtest since 1986, author: r/LETFs community)
- [LETF Baseline: UPRO / ZROZ / GLD](https://bestfolio.app/strategies/letf-upro-zroz-gld): A popular 3x leveraged static portfolio: 50% UPRO (3x S&P 500), 25% ZROZ (extended-duration Treasuries), 25% GLD (gold). Leveraged history... (CAGR 14.3%, max drawdown -68.5%, backtest since 1986, author: r/LETFs community)
- [LETF Baseline: UPRO / ZROZ / GLD / KMLM](https://bestfolio.app/strategies/letf-upro-zroz-gld-kmlm): A popular 3x leveraged static portfolio with a managed-futures sleeve: 40% UPRO (3x S&P 500), 20% ZROZ (extended-duration Treasuries), 20%... (CAGR 13.3%, max drawdown -57.9%, backtest since 1986, author: r/LETFs community)
- [Diversified Dual Momentum](https://bestfolio.app/strategies/diversified-dm): Four independent 25% pods (equity, bonds, real assets, alternatives) each applying relative then absolute dual momentum vs T-bills. Losers... (CAGR 7.5%, max drawdown -22.1%, backtest since 1987, author: Corey Hoffstein (Newfound Research))
- [Growth-Inflation Sector Timing](https://bestfolio.app/strategies/growth-inflation-sector-timing): Macro regime rotation based on growth (SPY 200d SMA) and inflation (sector relative performance). Classifies the economy into 4 quadrants... (CAGR 15.1%, max drawdown -38.9%, backtest since 1987, author: Inspired by David Varadi (CSS Analytics))
- [Momentum-Correlation Triplet](https://bestfolio.app/strategies/momentum-correlation-triplet): Minimum-correlation momentum strategy. Picks 5 momentum leaders from a 14-asset global universe (composite 1/3/6/12-month score), then... (CAGR 14.4%, max drawdown -17.5%, backtest since 1987, author: BestFolio Research)
- [100% US Stock Market](https://bestfolio.app/strategies/us-market-benchmark): Pure US equity benchmark. 100% Vanguard Total Stock Market. Essential for comparing any balanced or tactical strategy. (CAGR 11.4%, max drawdown -55.5%, backtest since 1987, author: Benchmark)
- [Bogleheads Three-Fund](https://bestfolio.app/strategies/bogleheads-3-fund): The most popular lazy portfolio: US stocks, international stocks, and US bonds. Simple, diversified, low-cost. (CAGR 8.3%, max drawdown -36.7%, backtest since 1987, author: Bogleheads / Taylor Larimore)
- [CDM (Composite Dual Momentum)](https://bestfolio.app/strategies/cdm): Four independent 25% dual-momentum modules (Equities, Credit, Real Estate, Stress). Each module picks its relative momentum winner, then... (CAGR 8.9%, max drawdown -21.1%, backtest since 1987, author: Gary Antonacci)
- [Cash Trigger (Carter)](https://bestfolio.app/strategies/carter-cash-trigger): Simple trend-following rule using SPY's 200-day SMA as regime filter. Above SMA holds 100% equities; below SMA rotates to the... (CAGR 11.6%, max drawdown -26.3%, backtest since 1987, author: David Alan Carter)
- [Coffeehouse](https://bestfolio.app/strategies/coffeehouse): Conservative 7-fund portfolio: 40% bonds, 60% equities diversified across large, small, value, international, and REITs. (CAGR 8.6%, max drawdown -38.3%, backtest since 1987, author: Bill Schultheis)
- [Core-4 (Ferri)](https://bestfolio.app/strategies/core-four-ferri): Rick Ferri's 4-fund portfolio: 48% US stocks, 24% international, 20% bonds, 8% REITs. (CAGR 9.3%, max drawdown -48.3%, backtest since 1987, author: Rick Ferri)
- [GPMv (DMS)](https://bestfolio.app/strategies/dms-gpmv): Randy Harris's variant of Generalized Protective Momentum (GPM), the breadth-and-correlation crash-protection strategy created by Wouter... (CAGR 10.2%, max drawdown -14.4%, backtest since 1987, author: Randy Harris (DMS variant of Keller & Keuning's GPM))
- [Global Stock Market](https://bestfolio.app/strategies/global-market-benchmark): Global equity benchmark: 60% US, 40% international. Approximating market-cap weights. (CAGR 10.0%, max drawdown -57.6%, backtest since 1987, author: Benchmark)
- [Golden Butterfly](https://bestfolio.app/strategies/golden-butterfly): Five equal 20% slices: total market, small-cap value, long bonds, short bonds, and gold. Exceptional risk-adjusted returns. (CAGR 8.3%, max drawdown -19.9%, backtest since 1987, author: Tyler (Portfolio Charts))
- [No-Brainer (Bernstein)](https://bestfolio.app/strategies/no-brainer-bernstein): Equal-weight 4-fund portfolio: 25% each to US large-cap, US small-cap, international, and bonds. (CAGR 9.2%, max drawdown -45.6%, backtest since 1987, author: William Bernstein)
- [Return Stacked Quartet](https://bestfolio.app/strategies/return-stacked-quartet): Capital-efficient four-way blend that stacks equity, bonds, gold, and managed futures into a single annual-rebalance allocation. Each leg... (CAGR 13.6%, max drawdown -30.4%, backtest since 1987, author: BestFolio Research)
- [Simple Path to Wealth](https://bestfolio.app/strategies/simple-path-wealth): Ultra-simple 2-fund portfolio: 75% US total market, 25% bonds. Hugely popular in the FIRE community. (CAGR 10.0%, max drawdown -43.4%, backtest since 1987, author: JL Collins)
- [Swensen Yale Endowment](https://bestfolio.app/strategies/swensen-yale): Simplified Yale endowment for individuals: 50% stocks, 30% bonds (treasuries + TIPS), 20% REITs. (CAGR 8.9%, max drawdown -43.7%, backtest since 1987, author: David Swensen)
- [Equity + Managed Futures](https://bestfolio.app/strategies/equity-managed-futures): US equities paired with managed futures and gold for genuine diversification across regimes. 30% VTI (total US market), 20% QQQ (Nasdaq-100... (CAGR 9.7%, max drawdown -31.9%, backtest since 1988, author: BestFolio Research)
- [VIX Shield](https://bestfolio.app/strategies/vix-shield): ⚠️ THE LEVERAGED VARIANT IS FOR EDUCATIONAL/COMPARISON PURPOSES ONLY: we strongly advise against running it with real money. Daily VIX... (CAGR 12.0%, max drawdown -51.1%, backtest since 1990, author: BestFolio)
- [Regime Detector](https://bestfolio.app/strategies/regime-detector): Multi-signal regime detection system for SSO/SHV rotation. Monitors 6 macro indicators (price trend, VIX, ADX, credit spreads, canary... (CAGR 12.7%, max drawdown -67.9%, backtest since 1990, author: Neat_Bug1775 (Reddit))
- [200-Day SMA Trend](https://bestfolio.app/strategies/sma-trend): A single asset held while its month-end close is above its 200-day moving average, otherwise T-bills (BIL). The simplest trend-following... (CAGR 10.6%, max drawdown -25.0%, backtest since 1990, author: Meb Faber)
- [RPEA (RNAProf's Excellent Adventure)](https://bestfolio.app/strategies/rpea): Leveraged All-Weather portfolio with per-asset SMA timing. Nine leveraged ETF slots spanning US/intl equities, gold, and utilities, each... (CAGR 26.8%, max drawdown -76.8%, backtest since 1992, author: RNAProf)
- [Alpha-One Momentum](https://bestfolio.app/strategies/alphaone-momentum): Bill Sadek's weekly Dual Momentum strategy. Each Friday, ranks a 12-ETF universe (MGK, VUG, IWY, FPX, ONEQ, MDY, USMV, SPLV, BNDX, BND,... (CAGR 11.2%, max drawdown -21.5%, backtest since 1993, author: Bill Sadek)
- [Dynamic Macro Allocation (Sadek)](https://bestfolio.app/strategies/dynamic-macro-allocation-sadek): Bill Sadek's Dynamic Macro Allocation model. 7-ETF macro universe, multi-period performance-weighted momentum (1/3/6/9 months, 25% each),... (CAGR 11.7%, max drawdown -14.5%, backtest since 1993, author: Bill Sadek)
- [Papa Bear Portfolio](https://bestfolio.app/strategies/papa-bear): Momentum rotation across 13 diversified ETFs spanning equities, REITs, commodities, and bonds. Holds the top 3 by average 3/6/12-month... (CAGR 11.3%, max drawdown -24.2%, backtest since 1993, author: Brian Livingston)
- [Golden Ratio](https://bestfolio.app/strategies/golden-ratio): Multi-asset portfolio blending growth equities, value factor, long treasuries, gold, managed futures, and cash. The allocation follows... (CAGR 9.3%, max drawdown -21.7%, backtest since 1994, author: Bogleheads Community)
- [Vol-Target 2x QQQ](https://bestfolio.app/strategies/voltarget-qqq): Holds 2x Nasdaq-100 (QLD) only while the Nasdaq is above its 200-day moving average (3-day confirmed), sized to a target volatility... (CAGR 9.8%, max drawdown -28.5%, backtest since 1999, author: BestFolio)
- [Low Initiative LETF V2 (Dual SMA + TIP)](https://bestfolio.app/strategies/low-initiative-letf-v2): Three-state daily tactical allocation driven by two SMA-with-buffer signals on SPY and VIPSX (Vanguard TIPS fund, used as the... (CAGR 13.8%, max drawdown -26.5%, backtest since 2002, author: u/Low-Initiative-1327 (r/LETFs))
- [A-RVol Shifter](https://bestfolio.app/strategies/rvol-shifter): Adaptive volatility-based leveraged Nasdaq strategy (V3) by u/Wongkok. Uses QQQ realized volatility, volatility ratio, SPY 200-day SMA,... (CAGR 24.4%, max drawdown -38.4%, backtest since 2003, author: u/Wongkok (Reddit))
- [Carlson's Orthogonal Alpha (BTAL/QLD)](https://bestfolio.app/strategies/orthogonal-alpha-btal): Core-satellite of 2x Nasdaq (QLD) and market-neutral anti-beta (BTAL). Core holds both equal-weight; the satellite switches into BTAL when... (CAGR 16.2%, max drawdown -28.2%, backtest since 2003, author: Thomas Carlson)
- [White Knuckle (Carter)](https://bestfolio.app/strategies/carter-white-knuckle): Leveraged dual-engine portfolio: 50% inverse-volatility risk parity across 3x ETFs (SPXL/TQQQ/TMF) plus 50% momentum rotation among 8 hedge... (CAGR 17.0%, max drawdown -46.3%, backtest since 2019, author: David Alan Carter)

## Free tools

- [Drawdown Analyzer](https://bestfolio.app/tools/drawdown-analyzer): max drawdown, recovery time, and underwater periods for ETFs and strategies, with multi-decade history.
- [FactorLens](https://bestfolio.app/tools/factor-lens): free Fama-French 5-factor regression for ETF portfolios, including UCITS funds.
- [UCITS Finder](https://bestfolio.app/tools/ucits-finder): European UCITS equivalents for US ETFs.

Per-ticker drawdown histories (max drawdown, recovery time, worst 12 months, computed from extended monthly history):
- [SPY drawdown history](https://bestfolio.app/drawdown/spy): SPDR S&P 500 ETF.
- [VOO drawdown history](https://bestfolio.app/drawdown/voo): Vanguard S&P 500 ETF.
- [VTI drawdown history](https://bestfolio.app/drawdown/vti): Vanguard Total Stock Market ETF.
- [QQQ drawdown history](https://bestfolio.app/drawdown/qqq): Invesco QQQ (Nasdaq 100).
- [QQQM drawdown history](https://bestfolio.app/drawdown/qqqm): Invesco Nasdaq 100 ETF.
- [IWM drawdown history](https://bestfolio.app/drawdown/iwm): iShares Russell 2000 ETF.
- [DIA drawdown history](https://bestfolio.app/drawdown/dia): SPDR Dow Jones Industrial Average ETF.
- [VUG drawdown history](https://bestfolio.app/drawdown/vug): Vanguard Growth ETF.
- [VTV drawdown history](https://bestfolio.app/drawdown/vtv): Vanguard Value ETF.
- [AVUV drawdown history](https://bestfolio.app/drawdown/avuv): Avantis US Small Cap Value ETF.
- [EFA drawdown history](https://bestfolio.app/drawdown/efa): iShares MSCI EAFE ETF.
- [VEA drawdown history](https://bestfolio.app/drawdown/vea): Vanguard FTSE Developed Markets ETF.
- [VWO drawdown history](https://bestfolio.app/drawdown/vwo): Vanguard Emerging Markets ETF.
- [EEM drawdown history](https://bestfolio.app/drawdown/eem): iShares MSCI Emerging Markets ETF.
- [VXUS drawdown history](https://bestfolio.app/drawdown/vxus): Vanguard Total International Stock ETF.
- [XLK drawdown history](https://bestfolio.app/drawdown/xlk): Technology Select Sector SPDR.
- [XLE drawdown history](https://bestfolio.app/drawdown/xle): Energy Select Sector SPDR.
- [XLF drawdown history](https://bestfolio.app/drawdown/xlf): Financial Select Sector SPDR.
- [SMH drawdown history](https://bestfolio.app/drawdown/smh): VanEck Semiconductor ETF.
- [SOXX drawdown history](https://bestfolio.app/drawdown/soxx): iShares Semiconductor ETF.
- [VNQ drawdown history](https://bestfolio.app/drawdown/vnq): Vanguard Real Estate ETF.
- [TLT drawdown history](https://bestfolio.app/drawdown/tlt): iShares 20+ Year Treasury Bond ETF.
- [ZROZ drawdown history](https://bestfolio.app/drawdown/zroz): PIMCO 25+ Year Zero Coupon Treasury ETF.
- [EDV drawdown history](https://bestfolio.app/drawdown/edv): Vanguard Extended Duration Treasury ETF.
- [IEF drawdown history](https://bestfolio.app/drawdown/ief): iShares 7-10 Year Treasury Bond ETF.
- [SHY drawdown history](https://bestfolio.app/drawdown/shy): iShares 1-3 Year Treasury Bond ETF.
- [AGG drawdown history](https://bestfolio.app/drawdown/agg): iShares Core US Aggregate Bond ETF.
- [BND drawdown history](https://bestfolio.app/drawdown/bnd): Vanguard Total Bond Market ETF.
- [LQD drawdown history](https://bestfolio.app/drawdown/lqd): iShares Investment Grade Corporate Bond ETF.
- [HYG drawdown history](https://bestfolio.app/drawdown/hyg): iShares High Yield Corporate Bond ETF.
- [GLD drawdown history](https://bestfolio.app/drawdown/gld): SPDR Gold Shares.
- [IAU drawdown history](https://bestfolio.app/drawdown/iau): iShares Gold Trust.
- [SLV drawdown history](https://bestfolio.app/drawdown/slv): iShares Silver Trust.
- [DBC drawdown history](https://bestfolio.app/drawdown/dbc): Invesco DB Commodity Index Fund.
- [PDBC drawdown history](https://bestfolio.app/drawdown/pdbc): Invesco Optimum Yield Diversified Commodity.
- [SCHD drawdown history](https://bestfolio.app/drawdown/schd): Schwab US Dividend Equity ETF.
- [VYM drawdown history](https://bestfolio.app/drawdown/vym): Vanguard High Dividend Yield ETF.
- [JEPI drawdown history](https://bestfolio.app/drawdown/jepi): JPMorgan Equity Premium Income ETF.
- [TQQQ drawdown history](https://bestfolio.app/drawdown/tqqq): ProShares UltraPro QQQ (3x).
- [UPRO drawdown history](https://bestfolio.app/drawdown/upro): ProShares UltraPro S&P 500 (3x).
- [SSO drawdown history](https://bestfolio.app/drawdown/sso): ProShares Ultra S&P 500 (2x).
- [QLD drawdown history](https://bestfolio.app/drawdown/qld): ProShares Ultra QQQ (2x).
- [SOXL drawdown history](https://bestfolio.app/drawdown/soxl): Direxion Semiconductor Bull 3x.
- [TMF drawdown history](https://bestfolio.app/drawdown/tmf): Direxion 20+ Year Treasury Bull 3x.

## Features

- [Walk-forward portfolios](https://bestfolio.app/features/walkforward): re-weight a set of strategy sleeves on a rolling window using one of 8 optimization criteria, out of sample.
- [Strategy blending](https://bestfolio.app/features/blend): combine strategies into one portfolio with a single signal stream.
- [Signals](https://bestfolio.app/features/signals): monthly rebalancing instructions per strategy and per blended portfolio.
- [Portfolios](https://bestfolio.app/features/portfolios): track personal portfolios against strategy targets.
- [Compare](https://bestfolio.app/features/compare): side-by-side strategy comparison on returns, drawdowns, and risk.
- [Correlations](https://bestfolio.app/features/correlations): correlation matrix across strategies and asset classes.

## Comparisons and guides

- [BestFolio vs AllocateSmartly](https://bestfolio.app/vs/allocatesmartly)
- [Best UCITS TAA strategies](https://bestfolio.app/best-ucits-taa-strategies)
- [Methodology](https://bestfolio.app/methodology): how backtests, signals, and walk-forward validation work.
- [Guide](https://bestfolio.app/guide)
- [FAQ](https://bestfolio.app/faq)

## Recent blog posts

Full archive: [Blog](https://bestfolio.app/blog). RSS: https://bestfolio.app/feed.xml

- [The poor man's trend program: three ETFs, one rule, 53 years of data](https://bestfolio.app/blog/poor-mans-trend-program) (2026-07-03): Beyond Passive asked how close you can get to a futures trend program with three plain ETFs and one monthly trend rule. I rebuilt it on our engine back to...
- [TAA Scoreboard June 2026: Model Portfolios and 80 Strategies, Month to 1-Year](https://bestfolio.app/blog/taa-scoreboard-2026-06) (2026-07-01): Our 3 tracked model portfolios lead the post: the conservative blend did -2.1% in June 2026 (+2.3% YTD). Then the full board of 80 published TAA strategies,...
- [Five Momentum Strategies, One Backtested to 1928](https://bestfolio.app/blog/five-momentum-strategies-1928) (2026-06-29): Our latest release is all momentum: five strategies that each measure trend a different way. Three we built in-house, including one we ran back to 1928 to see...
- [A simple safety brake for leveraged portfolios](https://bestfolio.app/blog/catastrophe-brake-leveraged-portfolios) (2026-06-28): Leveraged portfolios shine for years, then a long bear market can erase a decade of gains. Here is a simple, well-worn trend rule that sidesteps the worst of...
- [I blended the king of TAA (HAA) with the king of return stacking (RSST)](https://bestfolio.app/blog/haa-rsst-ucits) (2026-06-19): One sleeve that carries the leverage and the exit at the same time. Plus the UCITS version EU investors asked for the moment I posted it.
- [New for Founders: connect your AI to BestFolio](https://bestfolio.app/blog/connect-your-ai-mcp-api) (2026-06-19): Founders can now plug Claude or ChatGPT into their strategies, signals, and portfolios, and use an expanded read-only API. Here is what it does and how to...
- [Automate your TAA with the BestFolio Signals API](https://bestfolio.app/blog/signals-api) (2026-06-15): Pull any strategy's monthly signal as JSON or CSV with an API key, and feed it straight into QuantConnect, an IBKR bot, or a spreadsheet.
- [BestFolio grows by word of mouth. Now there's a link for that.](https://bestfolio.app/blog/spread-the-word) (2026-06-13): BestFolio has never run a paid ad. It's grown because people who use it tell other people. There's finally a proper way to do that, and a thank-you when you do.
- [Walk-Forward Portfolios, Explained: Why Chasing Winning Strategies Fails and What Works Instead](https://bestfolio.app/blog/walk-forward-portfolios-deep-dive) (2026-06-11): Rotating into whatever strategy performed best recently is the most requested feature in tactical investing, and the most dangerous one. A deep dive into...
- [We Extended Our Backtest to 1974. Here Is the 4% Rule Through the 1970s Stagflation.](https://bestfolio.app/blog/safe-withdrawal-rate-through-stagflation) (2026-06-02): A few weeks ago we measured safe withdrawal rates across 50+ tactical strategies, and the fairest critique was that our data started in 1990. So we extended...
- [Seven Leveraged Tactical Strategies: How They Work, What Breaks Them](https://bestfolio.app/blog/leveraged-tactical-strategies-release) (2026-05-22): Seven new strategies in the catalog today, six of them leveraged. They span the named names in the r/LETFs community (RNAProf, u/Wongkok,...
- [Which TAA Strategies Actually Work in Europe: A UCITS Substitution Guide](https://bestfolio.app/blog/taa-strategies-europe-ucits-substitution) (2026-05-20): European investors hit a wall the moment they try to run a US TAA strategy through IBKR: PRIIPs blocks AVUV, DBC, and most US-domiciled ETFs from retail...
- [Why 50+ TAA Strategies All Beat the 4% Rule (And Where Bengen Still Wins)](https://bestfolio.app/blog/safe-withdrawal-rates-taa-strategies) (2026-05-12): We computed Bengen-style rolling 30-year safe withdrawal rates for 80 variants across 51 published TAA strategies. Every single one clears 4%. The best...
- [Core-Satellite Done Right: 2 Static + 3 Tactical Strategies, Sharpe 1.07 Over 33 Years](https://bestfolio.app/blog/core-satellite-blueprint) (2026-05-06): Five strategies, two static cores plus three tactical satellites, blended at 60/40. The result is Sharpe 1.07 and a -19% maximum drawdown over 33 years, both...
- [Five Ways to Survive Everything: The May 2026 Strategy Release](https://bestfolio.app/blog/may-2026-five-ways-to-survive-everything) (2026-05-01): Once a month we ship a small batch of new strategies. May is diversification month. Five strategies, four classic ways a portfolio can fall apart, one...

## More

- [Pricing](https://bestfolio.app/pricing)
- [About](https://bestfolio.app/about)
- [Changelog](https://bestfolio.app/changelog)