Golden Ratio Dual Gate (SPY + TIP) at a glance

Golden Ratio Dual Gate (SPY + TIP) is a tactical asset allocation (TAA) strategy by u/confettofetti (r/LETFs), rebalanced daily.

Type

Tactical (TAA)

Author

u/confettofetti (r/LETFs)

Rebalancing

Daily

Risk

Aggressive

Golden Ratio Dual Gate (SPY + TIP): frequently asked questions

What is Golden Ratio Dual Gate (SPY + TIP)?

Two-state daily tactical allocation on a Golden-Ratio-style risk-parity sleeve (SPMO momentum, VBR small value, DBMF managed futures, GLD gold, TLT long treasuries). When BOTH SPY and the TIP canary (VIPSX) are firmly above their 200-day SMA, it holds 50% UPRO on top of the sleeve at half weight; otherwise it drops UPRO and holds the sleeve at full weight. Risk-On and Risk-Off share the same sleeve, so only UPRO is added or removed, which keeps whipsaw turnover low. The strategy is never in cash, so a false de-lever signal costs only the leverage, not a flat return. The TIP canary steps the strategy out of leverage in inflation/rates regimes the SPY 200-SMA alone misses. BestFolio uses VIPSX as the TIP signal series for longer clean history, and its honest history is bounded near 2007 by the managed-futures proxy.

Who created the Golden Ratio Dual Gate (SPY + TIP) strategy?

Golden Ratio Dual Gate (SPY + TIP) was developed by u/confettofetti (r/LETFs).

How often is Golden Ratio Dual Gate (SPY + TIP) rebalanced?

Golden Ratio Dual Gate (SPY + TIP) is rebalanced daily. BestFolio publishes the updated allocation signal each period.

Is Golden Ratio Dual Gate (SPY + TIP) a tactical asset allocation strategy?

Yes. Golden Ratio Dual Gate (SPY + TIP) is a tactical asset allocation (TAA) strategy: it adjusts its holdings based on market signals each period rather than holding a fixed allocation.