Strategies/Dynamic Macro Allocation (Sadek PV)

Dynamic Macro Allocation (Sadek PV)

TacticalPro

Based on research by Bill Sadek · Contributed by Bill Sadek (2026-04). Configuration extracted directly from his Portfolio Visualizer model URL.

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

About this Strategy

Faithful port of Bill Sadek's Portfolio Visualizer Dynamic Macro Allocation model. 7-ETF macro universe, multi-period performance-weighted momentum (1/3/6/9 months, 25% each), top-2 selection with Geometric Increasing weights (67%/33%), 6-month SMA trend filter per selected asset (failed assets move to cash).

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. 2Each month, compute 1/3/6/9 month returns per asset and average (25% each)
  3. 3Rank assets by composite return, select top 2
  4. 4Assign Geometric Increasing weights: top 66.7%, second 33.3%
  5. 5Per-asset trend filter: if price < 6-month SMA, move slice to BIL
  6. 6If both fail → 100% BIL (defensive)

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

Contributed by Bill Sadek (2026-04). Configuration extracted directly from his Portfolio Visualizer model URL.

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
Performance-weighted 1/3/6/9-month returns (25% each)
Selection
Top 2 by composite return
Weighting
Geometric Increasing (top 66.7%, second 33.3%)
Trend Filter
6-month SMA per selected asset — fails → cash
Cash Trigger
Per-asset MA filter; fully defensive when both top assets fail
Data Source
Yahoo Finance (9 months + MA minimum history)

Asset Classes

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

Dynamic Macro Allocation (Sadek PV) Tactical Asset Allocation Strategy

Faithful port of Bill Sadek's Portfolio Visualizer Dynamic Macro Allocation model, extracted directly from his shared PV URL on 2026-04-11.

Each month, the 7-ETF macro universe (MGK mega-cap growth, PDBC diversified commodities, GLDM gold, BOND core bonds, VGLT long Treasury, MINT ultra-short bonds, VCSH short-term corporates) is scored using a composite momentum across four lookback periods — 1, 3, 6 and 9 months — weighted 25% each. Unlike rank-order weighting (which AlphaOne uses), this strategy uses 'weight performance' which averages the actual returns across periods.

Strategy Details

Type
Tactical (TAA)
Rebalancing
monthly
Variants
2
Author
Bill Sadek
Source
Contributed by Bill Sadek (2026-04). Configuration extracted directly from his Portfolio Visualizer model URL.

Asset Classes

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

Track Dynamic Macro Allocation (Sadek PV) in Your Portfolio

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