Strategies/Dynamic Macro Allocation (BestFolio)

Dynamic Macro Allocation (BestFolio)

TacticalPro

Based on research by Bill Sadek (BestFolio adaptation) · Contributed by Bill Sadek (2026-04). Adapted from Logical Invest's Enhanced Permanent Portfolio. Based on Harry Browne's Permanent Portfolio concept (1980s).

This is BestFolio's independent implementation. Not affiliated with or endorsed by the original author.

About this Strategy

BestFolio's interpretation of Bill Sadek's Dynamic Macro Allocation. 7-ETF macro universe (MGK, PDBC, GLDM, BOND, VGLT, MINT, VCSH).

The complete strategy logic, asset universe, and rebalancing rules are available to Pro subscribers. This includes the full methodology description, author notes, and implementation details.

Pro subscribers also get access to current signals, full backtest history, and the ability to blend this strategy into custom portfolios.

Strategy Rules

Pro subscribers only

  1. 1Universe: MGK, PDBC, GLDM, BOND, VGLT, MINT, VCSH
  2. 2Compute 6-month total return for each asset
  3. 3Drop assets with non-positive momentum
  4. 4Raw weight = momentum_i / sum(all positive momentums)
  5. 5Cap any asset at 40%; redistribute excess proportionally (iterate)
  6. 6Prune allocations below 3%, renormalise
  7. 7If no asset qualifies → 100% MINT

Asset Universe

Pro subscribers only

7 instruments this strategy can hold

MGKMGK
PDBCOptimum Yield Commodities
GLDMGLDM
BONDBOND
VGLTVGLT
MINTMINT
VCSHVCSH

Key Differentiators

Monthly rebalancingTactical rotation2 variants

Research Source

BS

Based on research by Bill Sadek (BestFolio adaptation)

Contributed by Bill Sadek (2026-04). Adapted from Logical Invest's Enhanced Permanent Portfolio. Based on Harry Browne's Permanent Portfolio concept (1980s).

Strategy Info

Type
Tactical (TAA)
Frequency
monthly
Next Rebalance
May 109:30 ET (20d)
Variants
2
Type
Tactical Asset Allocation (TAA)
Trading Frequency
Monthly (last trading day)
Rebalancing
Full portfolio rebalance each month
Universe Size
7 ETFs across equity, commodities, gold, bonds
Momentum Scoring
6-month total return
Weighting
Momentum-proportional (weight_i = mom_i / sum(mom))
Max Weight
40% cap per asset, excess redistributed proportionally
Cash Trigger
No asset with positive momentum → 100% MINT (cash proxy)
Concentration
Dynamic — typically 2–5 assets
Data Source
Yahoo Finance (13 months minimum history)

Asset Classes

US Mega-Cap GrowthDiversified CommoditiesGoldUS Core BondsLong-Term TreasuriesUltra-Short BondsShort-Term Corporates

Dynamic Macro Allocation (BestFolio) Tactical Asset Allocation Strategy

Bill Sadek's Dynamic Macro Allocation evolved from Harry Browne's Permanent Portfolio (1980s) and Logical Invest's free Enhanced Permanent Portfolio strategy. It replaces the static all-weather approach with a rules-based, dynamic allocator that ranks asset classes by relative strength and concentrates capital in the current leaders while avoiding laggards.

Each month, the 7-ETF macro universe (mega-cap growth, commodities, gold, and four bond sleeves) is scored by 6-month total return. Assets with non-positive momentum are dropped. Survivors are weighted proportionally to their momentum scores, with a 40% maximum per asset (excess is redistributed), producing a dynamic allocation that shifts materially month to month (e.g. Bill's PDBC allocation went from 66% to 33% in a single month when commodity leadership faded).

Strategy Details

Type
Tactical (TAA)
Rebalancing
monthly
Variants
2
Author
Bill Sadek (BestFolio adaptation)
Source
Contributed by Bill Sadek (2026-04). Adapted from Logical Invest's Enhanced Permanent Portfolio. Based on Harry Browne's Permanent Portfolio concept (1980s).

Asset Classes

  • US Mega-Cap Growth
  • Diversified Commodities
  • Gold
  • US Core Bonds
  • Long-Term Treasuries
  • Ultra-Short Bonds
  • Short-Term Corporates

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