⚠️ FOR EDUCATIONAL/COMPARISON PURPOSES ONLY — we strongly advise against running this strategy with real money. Quarterly value-averaging from "The 3% Signal" by Jason Kelly. Signal line grows 3% per quarter; rebalance IJR/BND to track it. The 30-Down crash rule goes all-in on stocks when the ETF drops 30%+ from ATH. In practice, the strategy degenerates into leveraged buy-and-hold after severe drawdowns, as bonds get fully depleted and never recover.

⚠️ FOR EDUCATIONAL/COMPARISON PURPOSES ONLY — we strongly advise against running this strategy with real money. Quarterly value-averaging with a 6% signal growth target using MVV (2x Mid-Cap). Rebalances stock/bond split each quarter to track the signal line. The 30-Down crash rule goes all-in on stocks when the ETF drops 30%+ from ATH. In practice, the aggressive target and leverage cause the strategy to permanently deplete its bond reserve after the first major crash.

⚠️ FOR EDUCATIONAL/COMPARISON PURPOSES ONLY — we strongly advise against running this strategy with real money. Quarterly value-averaging with a 9% signal growth target using TQQQ (3x Nasdaq). The most aggressive Kelly variant. The 30-Down crash rule goes all-in on stocks when the ETF drops 30%+ from ATH. Extreme drawdowns (-94%) make this unsuitable for real portfolios — it is included only to illustrate the limits of leveraged value-averaging.

Adaptive volatility-based leveraged Nasdaq strategy (V3) by u/Wongkok. Uses QQQ realized volatility, volatility ratio, SPY 200-day SMA, credit spreads (HYG/LQD), and Donchian channel exits to shift between TQQQ (3x), QLD (2x), and defensive rotation (TLT/GLD/XLU/XLE). Credit to u/Wongkok and u/XXXMrHOLLYWOOD.

Accelerating dual momentum averaging 1/3/6-month returns to rank US vs international small-cap equities. Winner must show positive momentum; otherwise the best Treasury bond is selected. 100% single-asset allocation. Monthly rebalancing.

Momentum selection with risk-based sizing. Ranks 10 global assets by 6-month momentum, selects the top 5, then weights them by inverse 20-day volatility. Combines return-chasing with volatility-aware position sizing. Monthly rebalancing.

Bill Sadek's weekly Dual Momentum strategy. Each Friday, ranks a 12-ETF universe (MGK, VUG, IWY, FPX, ONEQ, MDY, USMV, SPLV, BNDX, BND, SHV, IEI) by a composite of 1/3/6/9-month rank-order momentum. Holds the top asset 100% only if it beats VWEHX (Vanguard High-Yield Corporate Bond) on the same composite metric — otherwise moves to cash (BIL). Exact port of Bill's Portfolio Visualizer model.

Canary-based regime detection using weighted multi-period breadth momentum on four assets. Offense ranks by SMA(12) relative momentum; defense selects top bonds with underperformer replacement. Aggressive and Balanced variants. Monthly rebalancing.

Uses BDRY shipping ETF as a leading indicator for equities. BDRY above its moving average plus SPY above its Bollinger mid-band triggers 2x leveraged S&P exposure. Risk-off moves to cash. Shipping-based macro signal. Monthly rebalancing.

Infrequent-trading crash avoidance strategy. Sells equities when SPY drops 5% from its 52-week high and then breaks below its 200-day SMA. Enforces a 4-month quiet period before re-entry at 3% above SMA. Monthly rebalancing.

Uses Bitcoin's 200-day SMA as a global liquidity and risk-appetite barometer. BTC above its SMA signals risk-on (hold equities); below signals risk-off (hold cash). Novel cross-asset signal for equity timing. Monthly rebalancing.

Daily rebalancing. RSI/SMA hysteresis strategy on QQQ with four regimes: Oversold triggers leveraged long; Overheated triggers inverse; above SMA triggers momentum allocation; below SMA triggers risk-off. Path-dependent state machine.

Four independent 25% dual-momentum modules (Equities, Credit, Real Estate, Stress). Each module picks its relative momentum winner, then applies an absolute filter vs T-bills. Broadly diversified across asset classes. Monthly rebalancing.

Defensive-first approach ranking 4 safe-haven assets (bonds, gold, commodities, dollar) by multi-period momentum. Assets underperforming T-bills are replaced by equities. Inverts the typical offense-first TAA paradigm. Monthly rebalancing.

Simple trend-following rule using SPY's 200-day SMA as regime filter. Above SMA holds 100% equities; below SMA rotates to the best-performing bond by 3-month return from a four-ETF universe. Monthly rebalancing.

Classical multi-asset allocation (40% stocks, 20% intl, 20% bonds, 10% gold, 10% commodities). Offensive variant stays fully invested; Defensive variant applies a 10-month SMA filter, moving below-trend assets to cash. Monthly rebalancing.

Trend-filtered multi-asset momentum rotation. Uses SPY 200-day SMA for regime detection, 8-month return for asset selection, absolute momentum filter, and inverse-volatility weighting. Risk-off: IEF/GLD. Cherry-picks ideas from PAA, VAA, Dual Momentum, and EAA.

Dual-canary crash protection with three-tier allocation. VWO and BND momentum controls a 0/50/100% bond fraction; offense selects top 6 of 12 global assets by weighted multi-period momentum. Monthly rebalancing.

Four independent 25% pods (equity, bonds, real assets, alternatives) each applying relative then absolute dual momentum vs T-bills. Losers rotate to cash. Broad diversification with momentum overlay. Monthly rebalancing.

BestFolio's interpretation of Bill Sadek's Dynamic Macro Allocation. 7-ETF macro universe (MGK, PDBC, GLDM, BOND, VGLT, MINT, VCSH). Ranks by 6-month momentum, keeps all assets with positive momentum, weights by momentum share with a 40% per-asset cap.

Bill Sadek's Dynamic Macro Allocation model. 7-ETF macro universe, multi-period performance-weighted momentum (1/3/6/9 months, 25% each), top-2 selection with Geometric Increasing weights (67%/33%), 6-month SMA trend filter per selected asset (failed assets move to cash). Monthly rebalance.

Multi-factor scoring combining return, low correlation, and low volatility. Cash fraction scales elastically with the number of assets showing negative momentum. Selects top 3 assets by composite score. Monthly rebalancing.

⚠️ POOR HISTORICAL RISK/REWARD (4% CAGR with -45% drawdown) — included for educational purposes and comparison only. We advise against using this as a standalone strategy. Annual contrarian strategy buying beaten-down emerging market country ETFs. Countries with 3+ consecutive down years get a full position; 2 years down gets half. Hold for one year, then re-evaluate. Annual rebalancing.

Hold risky assets within 5% of their 12-month high; shift remainder to bonds or cash (Dynamic Bond).

Quad momentum strategy using two independent 50% sub-portfolios: one based on 12-month momentum, one on short-term (1/3/6-month average). Each picks a single winner from 6 assets spanning equities, gold, TIPS, and cash. Monthly rebalancing.

Multi-factor ranking strategy using momentum, volatility, and pairwise correlation over a 4-month window. Holds top N assets equal-weighted from a 7-ETF universe; negative-momentum picks rotate to cash. Monthly rebalancing.

Classic dual momentum combining absolute and relative momentum. Checks US equities vs T-bills; if positive, picks the stronger of US vs international stocks. Negative momentum rotates entirely to bonds. 100% single-asset. Monthly rebalancing.

Correlation-based selection across 13 global assets. Breadth (fraction with positive scores) sets the cash safety fraction; top 3 assets by score fill the risk sleeve. Adaptive protection during downturns. Monthly rebalancing.

Correlation-based selection across 11 risky assets with a modified re-entry formula for quicker equity exposure after drawdowns. Top 3 by score; safety fraction scales with market breadth. Enhanced version of GPM. Monthly rebalancing.

Trend-following across five major asset classes (US stocks, intl stocks, REITs, bonds, commodities). Each asset held only when above its 10-month SMA; below-trend slices move to cash. Equal-weighted. Monthly rebalancing.

Grzegorz Link's enhanced Global Growth Cycle strategy. OECD Composite Leading Indicator (CLI) sets the risk regime; 12-month relative momentum picks the specific asset inside each regime. Risk-on: SPY vs IEFA. Risk-off: AGG vs BIL (cash). Monthly rebalance. Tracked by AllocateSmartly.

Extends the LT Gain framework with an international equity check -- VXUS can displace US equities when trending stronger. Smart Leverage activates after 15% drawdowns. Treasury Duration Limiter handles risk-off. Monthly rebalancing.

Cross-asset momentum strategy investing in gold only when both gold and intermediate bonds show positive 12-month momentum. Dual confirmation reduces false signals. 100% single-asset switching between gold and cash. Monthly rebalancing.

Multi-asset portfolio blending growth equities, value factor, long treasuries, gold, managed futures, and cash. The allocation follows golden ratio proportions across uncorrelated asset classes. Managed futures provide crisis alpha while small-cap value adds a return premium. Since 1992: 9.3% CAGR, -17.3% max DD, 1.18 Sortino.

Macro regime rotation based on growth (SPY 200d SMA) and inflation (sector relative performance). Classifies the economy into 4 quadrants and allocates to the sector ETF that historically performs best in each regime. Inflation signal derived from relative strength of inflation-positive sectors (XLE/XLB/XLI/XLF) vs inflation-negative sectors (XLU/XLV/XLP/XLY).

Dual-signal regime strategy using HYG/IEF ratio as a growth proxy and SPY 200-day SMA as a trend filter. Both bullish holds 100% equities; one bullish gives 50/50; neither holds 100% bonds. Monthly rebalancing.

Momentum-based tactical allocation with canary crash protection. TIP momentum gates risk-on/off; offense selects top-4 assets by weighted multi-period momentum score from a broad multi-asset universe. Monthly rebalancing.

Credit momentum signal using the high-yield bond ETF (HYG) 100-day EMA. HYG above its EMA signals risk appetite and holds equities; below signals stress and moves to safety. Simple single-indicator regime switch. Monthly rebalancing.

Dual momentum rotation across 6 asset classes (US/intl stocks, real estate, gold, US/intl bonds). Invests 100% in the best-performing asset with positive 12-month momentum. All-weather single-asset switching. Monthly rebalancing.

Five-asset equal-weight portfolio (US stocks, intl stocks, REITs, bonds, commodities) with a 200-day SMA trend filter. Below-trend assets shift to cash, providing systematic downside protection. Monthly rebalancing.

Defensive adaptive allocation using Treasury canary assets (SHY, IEF) for regime detection. All canaries positive triggers top-N offensive momentum picks; any negative switches to equal-weight defensive bonds. Monthly rebalancing.

Dual-system blend: System 1 uses multi-lookback momentum (2/4/6/8/10 month average) across 8 assets with inverse-vol sizing and cash trend filter. System 2 uses YTD momentum with winner-take-all, dynamic cash scaling (10x risk-free rate), and Dec/Jan seasonal reset. Inspired by Resolve AAA and Artemis Dragon Portfolio.

Low-maintenance allocation with a permanent 75% core (value stocks, gold, bonds) plus a 25% growth sleeve. The growth sleeve rotates to cash only when both unemployment rises and equities trend below their SMA. Monthly rebalancing.

Single-asset momentum strategy comparing US large cap vs T-bills by composite 1/3/6-month score. Smart Leverage activates 2x/3x after 15% drawdowns. Risk-off uses Treasury Duration Limiter for bond selection. Monthly rebalancing.

Momentum rotation across 9 diversified ETFs spanning US large/small cap, international, EM, REITs, commodities, gold, and bonds. Holds the top 3 by 5-month return, equal-weighted. Natural defensive rotation. Monthly rebalancing.

Selects the 4 least-correlated assets from a 7-asset universe using 63-day rolling correlations, then applies a 200-day SMA trend filter. Below-trend assets are replaced by cash. Diversification-first approach. Monthly rebalancing.

Dual-speed trend signals classify each asset into Bull/Correction/Bear/Rebound states. MED strategy blends slow (12m) and fast (2m) signals.

Long-only multi-asset momentum from Zambrano & Rizzolo (SSRN #4199648). Aggregates 9 signals (3 momentum measures × 3 lookbacks) to reduce specification risk. Correlation-adjusted scoring penalizes correlated assets. Top 5 equal-weight from 13-asset universe with absolute momentum filter and protective cash fraction. Monthly rebalance.

Minimum-correlation momentum strategy. Picks 5 momentum leaders from a 14-asset global universe, then selects the 3 with lowest pairwise correlation over a 252-day window. Equal-weighted with absolute momentum cash filter. Monthly rebalancing.

Breadth-based crash protection across 12 risky assets. The fraction with positive SMA momentum determines the bond buffer -- more negative assets means more IEF protection. Remaining capital goes to top momentum picks. Monthly rebalancing.

Simple monthly rotation between stocks (SPY) and bonds (TLT). Holds whichever asset has the higher 3-month total return. 100% single-asset allocation at all times. Minimal complexity, maximum conviction. Monthly rebalancing.

Momentum rotation across 13 diversified ETFs spanning equities, REITs, commodities, and bonds. Holds the top 3 by average 3/6/12-month return, equal-weighted. Broader universe than Mama Bear for more diversification. Monthly rebalancing.

Classic four-quadrant allocation: 25% each in stocks, long bonds, gold, and cash. Designed to perform in any economic environment. Optional tactical variant applies a 200-day SMA filter to shift below-trend assets to cash. Monthly rebalancing.

Charles Gave's dynamic permanent portfolio: 1/3 SPY fixed, 1/3 to GLD or IEF based on a 7-year MA of the GLD/IEF ratio, and 1/3 BIL.

25% TLT + 25% GLD + 50% sleeve rotated between SPY / VEU / BIL using a 12-month rate-of-change dual-momentum signal.

Ranks 7 diversified ETFs by composite momentum (average of 1/3/6/12-month returns). Top 3 with positive momentum are held equal-weighted; negative-momentum slots rotate to cash. Straightforward multi-asset momentum. Monthly rebalancing.

4-signal ensemble (yield spread, bond trend, equity returns, commodity returns) for continuous bond/cash allocation.

Combines FRED unemployment trend data with canary momentum (VWO, BND) for regime detection. Non-rising unemployment overrides canary signals and stays risk-on. Five-asset risk-on portfolio; bond-heavy risk-off. Monthly rebalancing.

Risk parity allocation across gold, small cap value, and intermediate Treasuries using inverse-volatility weighting. Optional 200-day SMA trend filter excludes below-trend assets. Cash when nothing qualifies. Monthly rebalancing.

Leveraged All-Weather-style portfolio with per-asset SMA timing. Nine sleeves (UPRO, MIDU, TQQQ, EURL, AVDE, EDC, AVEM, UGL, UTSL) cover US large/mid/tech, international developed, emerging markets, gold, and utilities. Each sleeve is timed independently against its own SMA signal; sleeves below trend rotate into a defensive allocation. Monthly rebalance. Two variants are available: Adaptive Defense and Conservative (Partial Delever). Both remain high-risk due to 2x/3x leveraged ETF exposure.

Multi-signal regime detection system for SSO/SHV rotation. Monitors 6 macro indicators (price trend, VIX, ADX, credit spreads, canary assets, breadth) to build a composite score. Uses time-based confirmation (15-day slow exit, 3-day fast exit) to avoid whipsaws while catching structural bear markets.

Risk parity meets trend-following. Three assets (QQQ, GLD, TLT) filtered by 200-day SMA; qualifying assets are allocated by inverse 60-day volatility. No qualifiers triggers 100% cash. Concentrated but adaptive. Monthly rebalancing.

Five-asset equal-weight allocation (US/intl stocks, REITs, commodities, gold) with absolute momentum filter. Any asset with negative 12-month return is replaced by the best-performing safe bond ETF. Monthly rebalancing.

Credit-spread recession indicator with dynamic bond overlay. Quarterly rebalance.

Asymmetric-band trend timer on SPY, originally identified at a trading-group meeting in the mid-2000s and validated in live use for over two decades by Bill Sadek. Designed to fully participate in advancing markets while stepping aside from sustained drawdowns. Its infrequent trading cadence (approximately one round-trip every 2.5 years in historical data) also yields better-than-average tax efficiency, since most holding periods qualify for long-term capital gains treatment. The 200-day simple moving average (SMA) defines the band center. A 3-day SMA of SPY close acts as the price proxy. Bands are set at +3% (upper) and -5% (lower) around the 200 SMA. When the 3-day crosses above the upper band, the portfolio moves to 100% SPY; when it crosses below the lower band, it moves to 100% cash (BIL). Positions are held between the bands, so corrections down to 5% below the 200 SMA are treated as noise rather than a signal — this is what produces the low turnover. The asymmetric thresholds (+3% up / -5% down) encode the premise that downside breaks are more reliable than upside breakouts, so the strategy requires a deeper move below trend to trigger an exit than it requires above trend to trigger an entry. The extra distance on the downside filters out normal pullbacks that would otherwise cause whipsaws.

Composite momentum on SPY (average of 1/3/6/12-month returns) combined with 10-month SMA filter. Three regimes: full equity, half equity/half bonds, or full bonds. Elegant two-indicator system. Monthly rebalancing.

Semiconductor sector as a leading indicator for broad equities. SOXX above its 200-day SMA signals risk-on (hold SPY); below signals risk-off (hold cash). Optional golden-cross confirmation for reduced whipsaws. Monthly rebalancing.

Daily rebalancing. Three equal-weight pairs (stocks/bonds, gold/bonds, REITs/bonds) switch via price channel breakouts with asymmetric lookbacks. Dynamic bond variant can move to cash if bonds also fail their channel. Averages ~3 trades/year.

Leveraged trend-following using SPY 200-day SMA with QQQ/SPY relative strength. Three regimes: QQQ outperforms triggers leveraged Nasdaq/managed futures; SPY wins triggers return stacking; below trend triggers diversified defense. Monthly.

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.

Two-sleeve monthly rotation: 60% in the best-momentum equity ETF (or cash if none outperforms) and 40% in the stronger bond ETF. Uses 3-month return lookback across US large, mid, small cap, and Nasdaq. Monthly rebalancing.

Russell-style momentum rotation comparing large/mid/small cap equities by composite 1/3/6-month score vs T-bills. Risk-off uses a Treasury Duration Limiter that dynamically selects long or short bonds based on TLT momentum. Monthly rebalancing.

SMA crossover trend filter on three uncorrelated assets (stocks, bonds, gold). Include an asset when its 3-month SMA exceeds its 10-month SMA; equal-weight qualifiers. All fail triggers 100% cash. Monthly rebalancing.

Dual-signal macro strategy combining equity trend (SPY vs 10-month SMA) and yield-curve slope (IEF vs SHY momentum). Both bullish triggers full offense; one bullish gives a 50/50 mix; neither goes full defense. Monthly rebalancing.

Four-sleeve TAA using 7-month SMA distance metric across US large cap, mid/international, commodities, and bonds. Smart Leverage variants substitute 2x/3x on the equity sleeve after 15% drawdowns. Monthly rebalancing.

Three-asset trend-following portfolio covering US equity, international equity, and bonds, each filtered by a 200-day SMA. Below-trend assets shift to cash. Simple and effective with just three holdings. Monthly rebalancing.

Dynamically optimizes the stocks/bonds split by maximizing a modified Sharpe ratio (Return / Vol^2.5) over a 72-day lookback. Tests every 5% allocation increment between SPY and TLT to find the optimal mix. Monthly rebalancing.

Macro signal strategy using FRED unemployment data. Stays invested when unemployment is below its 12-month average; exits to cash only when unemployment rises AND equities trend below their 10-month SMA. Dual confirmation. Monthly rebalancing.

Breadth-momentum strategy that invests offensively only when all four assets (US, intl, EM, bonds) show positive weighted multi-period momentum. A single negative score triggers 100% rotation into the best defensive bond. Monthly rebalancing.

⚠️ THE LEVERAGED VARIANT IS FOR EDUCATIONAL/COMPARISON PURPOSES ONLY — we strongly advise against running it with real money. Daily VIX regime allocator. Uses 10-day VIX SMA to shift between equities, managed futures, and gold. Contrarian panic reversal at extremes.

Leveraged dual-engine portfolio: 50% inverse-volatility risk parity across 3x ETFs (SPXL/TQQQ/TMF) plus 50% momentum rotation among 8 hedge candidates. High-conviction leveraged approach. Monthly rebalancing.

Pure US equity benchmark. 100% Vanguard Total Stock Market. Essential for comparing any balanced or tactical strategy.

Multi-asset all-weather allocation inspired by the Artemis Dragon Portfolio: equities + small cap value + managed futures + long zero-coupon treasuries + gold. The 4-3-2-1 ratio balances growth and crisis alpha.

Designed for all economic seasons: 30% stocks, 55% bonds, 15% commodities. The retail version of Bridgewater's risk-parity approach.

Static 4-ETF allocation designed as a better 60/40: US large cap, total bonds, managed futures, and gold. Bamboo+/++ variants activate Smart Leverage (2x/3x) on the equity portion after 15% drawdowns. Annual rebalancing.

Extension of the Three-Fund with international bonds: 36% US stocks, 24% intl stocks, 24% US bonds, 16% intl bonds.

The most popular lazy portfolio: US stocks, international stocks, and US bonds. Simple, diversified, low-cost.

The benchmark for balanced portfolios: 60% US stocks, 40% US bonds. Every other allocation is measured against this.

Defensive 5-ETF portfolio using defensive equity sectors (staples, utilities, healthcare) plus treasuries and gold.

Conservative 7-fund portfolio: 40% bonds, 60% equities diversified across large, small, value, international, and REITs.

Rick Ferri's 4-fund portfolio: 48% US stocks, 24% international, 20% bonds, 8% REITs.

The simplest lazy portfolio: 50/50 US stocks and TIPS. Created in 1991, this started the lazy portfolio movement.

Conservative 3-fund portfolio: 30% stocks, 60% intermediate treasuries, 10% gold. Approximately risk-parity weighted.

Global equity benchmark: 60% US, 40% international. Approximating market-cap weights.

Five equal 20% slices: total market, small-cap value, long bonds, short bonds, and gold. Exceptional risk-adjusted returns.

10-fund globally diversified portfolio: 65% stocks, 30% bonds (short/HY/TIPS), 5% REITs + gold.

Evidence-based approach: concentrate equity in small-cap value, hold 70% intermediate treasuries. Risk-parity by design.

Equal-weight three-cocktail portfolio: US stocks, international stocks, and TIPS.

Maximum factor diversification: 10 equity asset classes at 10% each. US and international, large and small, blend and value, plus REITs and EM.

Equal-weight 4-fund portfolio: 25% each to US large-cap, US small-cap, international, and bonds.

Classic 4x25% allocation: stocks, long bonds, gold, and cash. Covers prosperity, deflation, inflation, and recession.

Broadly diversified 8-asset portfolio: stocks, small-cap value, international, EM, bonds, cash, REITs, gold.

Aggressive 90/10 portfolio for young investors: 60% US stocks, 30% international, 10% bonds.

Ultra-simple 2-fund portfolio: 75% US total market, 25% bonds. Hugely popular in the FIRE community.

Simplified Yale endowment for individuals: 50% stocks, 30% bonds (treasuries + TIPS), 20% REITs.

Factor-tilted risk-parity: 40% small-cap (US+intl), 20% REITs, 20% long bonds, 20% gold. Avoids large-cap entirely.