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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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

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

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.

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.

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.

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.

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.