Predicting US Treasury Returns
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Predicting US Treasury Returns at a glance
Predicting US Treasury Returns is a tactical asset allocation (TAA) strategy by Baltussen, Martens & Penninga, rebalanced monthly.
- Type
- Tactical (TAA)
- Author
- Baltussen, Martens & Penninga
- Rebalancing
- Monthly
Predicting US Treasury Returns — Tactical Asset Allocation Strategy
Predicting US Treasury Returns: frequently asked questions
- What is Predicting US Treasury Returns?
- Predicting US Treasury Returns is a tactical asset allocation (TAA) strategy by Baltussen, Martens & Penninga, rebalanced monthly.
- Who created the Predicting US Treasury Returns strategy?
- Predicting US Treasury Returns was developed by Baltussen, Martens & Penninga.
- How often is Predicting US Treasury Returns rebalanced?
- Predicting US Treasury Returns is rebalanced monthly. BestFolio publishes the updated allocation signal each period.
- Is Predicting US Treasury Returns a tactical asset allocation strategy?
- Yes. Predicting US Treasury Returns 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
- Variants
- 1
- Author
- Baltussen, Martens & Penninga
Further reading
New to this approach? Read what tactical asset allocation is and how it works.
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