Permanent Portfolio (Lequeux) at a glance

Permanent Portfolio (Lequeux) is a tactical asset allocation (TAA) strategy by Nicolas Lequeux across US Equity, International Equity, Long-Term Treasuries, Gold, rebalanced monthly..

Type
Tactical (TAA)
Author
Nicolas Lequeux
Rebalancing
Monthly

Permanent Portfolio (Lequeux) — Tactical Asset Allocation Strategy

Nicolas Lequeux's variant of the Permanent Portfolio, inspired by Harry Browne's classic allocation and Gary Antonacci's Global Equity Momentum. The two hedge sleeves (TLT and GLD) stay fixed at 25% each. The remaining 50% is a dynamic sleeve rotated monthly between US equities (SPY), international equities (VEU), and cash (BIL) based on a 12-month rate-of-change dual-momentum signal. When US momentum is positive and leads, the sleeve is 50% SPY; when international leads, it rotates to 50% VEU; when US momentum turns negative the sleeve parks in 50% BIL.

Strategy Details

Type
Tactical (TAA)
Rebalancing
monthly
Variants
1
Author
Nicolas Lequeux
Source
Lequeux, N. Permanent Portfolio Dashboard (nlxfin.shinyapps.io)

Asset Classes

  • US Equity
  • International Equity
  • Long-Term Treasuries
  • Gold
  • Cash (T-Bills)

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