9% Signal (Kelly)
This strategy is not part of the public catalog. Its rule, signals, allocations, and backtest details are not rendered in anonymous HTML.
Educational only: we strongly discourage using this strategy
9% Signal (Kelly) is published as a teaching example so you can study and compare a well-known mechanical signal system, not because we recommend allocating to it. The leveraged variants in particular (2x and 3x) have lost almost their entire value in past downturns. Nothing here is investment advice or a recommendation to buy.
For strategies built to actually be invested in, browse the full catalog.
9% Signal (Kelly) at a glance
9% Signal (Kelly) is a tactical asset allocation (TAA) strategy by Jason Kelly, rebalanced monthly.
- Type
- Tactical (TAA)
- Author
- Jason Kelly
- Rebalancing
- Monthly
- Risk
- Aggressive
9% Signal (Kelly) — Tactical Asset Allocation Strategy
9% Signal (Kelly): frequently asked questions
- What is 9% Signal (Kelly)?
- 9% Signal (Kelly) is a tactical asset allocation (TAA) strategy by Jason Kelly, rebalanced monthly.
- Who created the 9% Signal (Kelly) strategy?
- 9% Signal (Kelly) was developed by Jason Kelly.
- How often is 9% Signal (Kelly) rebalanced?
- 9% Signal (Kelly) is rebalanced monthly. BestFolio publishes the updated allocation signal each period.
- Is 9% Signal (Kelly) a tactical asset allocation strategy?
- Yes. 9% Signal (Kelly) is a tactical asset allocation (TAA) strategy: it adjusts its holdings based on market signals each period rather than holding a fixed allocation.
Strategy Details
- Type
- Tactical (TAA)
- Rebalancing
- monthly
- Risk Level
- aggressive
- Variants
- 1
- Author
- Jason Kelly
Further reading
New to this approach? Read what tactical asset allocation is and how it works.
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