Tactical Permanent Portfolio — Tactical Asset Allocation Strategy
Tactical overlay on the classic 25/25/25/25 Permanent Portfolio. Assets with negative 12-month returns are replaced by cash, adding momentum-based protection while preserving the core all-weather structure. Monthly rebalancing.
Backtest Performance (1987-06-30 to 2026-04-07)
| Metric | Tactical Permanent Portfolio |
|---|---|
| Compound Annual Growth Rate (CAGR) | 7.0% |
| Maximum Drawdown | -10.5% |
| Sharpe Ratio | 1.24 |
| Sortino Ratio | 1.56 |
| Annualized Volatility | 5.6% |
| Calmar Ratio | 0.67 |
| Total Return | 1287.3% |
| Backtest Period | 39.0 years |
Strategy Details
- Type
- Tactical (TAA)
- Rebalancing
- monthly
- Risk Level
- conservative
- Variants
- 1
- Author
- Adam Butler (ReSolve)
Categories
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