Every strategy with its variants, one card per family. Open one for its rules, signals and history. To choose by the numbers instead, the Leaderboard ranks every variant by return, drawdown or Sharpe.
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A tactical asset allocation strategy uses rules to change what it holds as market conditions change. Start with rules you understand, assets you can buy and a rebalance schedule you can follow. Use the filters above to narrow the catalog, then compare historical drawdowns and returns over the same period. Check the current signal and how much each candidate overlaps with what you already own. Backtests describe past risk; they do not set a limit on future losses.
111 strategies, 216 variants
Catalog order
Metric ranking
Metric ranks are descriptive, not recommendations. Check the measurement window, risk, and implementation fit.
15 strategies chosen to cover different needs, one variant each, grouped by where you might start. Not a personal recommendation and not a ranking: the cards are never sorted by return.
Fixed mixes you rebalance about once a year: familiar baselines that ask little of you.
Featured variant: Classic 60/40
Familiar stock-and-bond comparison baseline. It gives every other strategy a widely understood reference point.
Trade-off: A simple 60/40 mix can still lose on both sleeves when stocks and bonds fall together.
CAGR since 1922 8.7%
Worst fall since 1922 -63.2% (May 31, 1932)
Turnover 4%/yr
Featured variant: Golden Butterfly
Static multi-asset allocation. It is a recognizable, low-maintenance example of broad static diversification.
Trade-off: Its permanent allocations can lag concentrated equity portfolios for long periods.
CAGR since 1985 8.8%
Worst fall since 1985 -19.3% (Oct 20, 2022)
Turnover 6%/yr
Featured variant: All Weather (Dalio)
Conservative static macro allocation. It represents the all-weather family with a familiar, annually rebalanced implementation.
Trade-off: Long-duration bonds and commodities introduce distinct rate and inflation regime risks.
CAGR since 1971 8.4%
Worst fall since 1971 -22.1% (Oct 20, 2022)
Turnover 6%/yr
Monthly rules that step toward safety or spread risk across assets. Check them once a month.
Featured variant: GEM Standard
Simple monthly dual-momentum model. It is one of the clearest and most established entry points into tactical allocation.
Trade-off: Winner-take-all rotation is concentrated and can whipsaw around momentum reversals.
CAGR since 1985 14.2%
Worst fall since 1985 -33.7% (Mar 23, 2020)
Turnover 123%/yr
Featured variant: Defense First Standard
Defensive monthly tactical model. It gives drawdown-conscious users a distinct defense-led selection mechanism.
Trade-off: Persistent defensive positioning can lag sharply when risk assets recover quickly.
CAGR since 1985 10.9%
Worst fall since 1985 -20.5% (Jul 10, 2009)
Turnover 253%/yr
Featured variant: PAA Dynamic Protection
Protective multi-asset tactical model. The Dynamic Protection variant fixes the structural limitation in the older High Protection default.
Trade-off: Breadth-based protection can de-risk early and miss part of a fast rebound.
CAGR since 1985 10.4%
Worst fall since 1985 -14.1% (Aug 8, 2011)
Turnover 310%/yr
Featured variant: HAA Standard (with QQQ)
Diversified canary-and-momentum flagship. It is a flagship tactical family with a clear standard implementation and broad demand.
Trade-off: The monthly canary cannot react before month-end to a fast intramonth crash.
CAGR since 1974 16.4%
Worst fall since 1974 -19.5% (Apr 14, 2000)
Turnover 305%/yr
Featured variant: Triplet Standard
Momentum selection with an explicit correlation check. It demonstrates BestFolio's distinct momentum-plus-diversification research direction.
Trade-off: Selecting only three assets remains concentrated despite the correlation constraint.
CAGR since 1987 14.4%
Worst fall since 1987 -17.7% (Jan 20, 2016)
Turnover 401%/yr
Featured variant: Composite Momentum Standard
BestFolio multi-signal house model. It represents a documented BestFolio original without requiring the concentrated aggressive variant.
Trade-off: Combining several design choices increases model risk and makes source-by-source comparison harder.
CAGR since 1985 12.4%
Worst fall since 1985 -20.3% (Oct 20, 2022)
Turnover 269%/yr
Featured variant: Return Stacked Quartet
Capital-efficient multi-asset diversifier. It covers the important return-stacking use case with one fixed, explainable implementation.
Trade-off: Economic exposure exceeds cash invested, adding leverage, wrapper, liquidity, and model risk.
CAGR since 1985 13.2%
Worst fall since 1985 -28.0% (Oct 19, 1987, on simulated funds)
Turnover 6%/yr
Concentrated, leveraged or daily strategies. Deep falls come with them, and some need attention every trading day.
Featured variant: VAA-G4 (T1/B1)
Concentrated 1x breadth-momentum strategy. It provides an aggressive monthly path without using leveraged ETFs.
Trade-off: Top-one concentration and all-or-nothing defensive rotation can create sharp relative underperformance.
CAGR since 1977 16.0%
Worst fall since 1977 -20.9% (Mar 8, 2023)
Turnover 701%/yr
Featured variant: Standard
Aggressive long-history factor-and-trend model. It adds a distinct momentum-factor implementation with unusually deep research history.
Trade-off: Momentum reversals can produce prolonged and materially deeper drawdowns than the moderate Core lane.
CAGR since 1928 16.5%
Worst fall since 1928 -46.8% (Feb 28, 1933)
Turnover 134%/yr
Featured variant: TQQQ Trend Standard
Leveraged monthly trend allocation. It gives advanced users a documented leveraged monthly mechanism rather than a cosmetic multiplier.
Trade-off: Leveraged ETFs add path dependence and can suffer deep losses before a monthly signal changes.
CAGR since 1985 15.9%
Worst fall since 1985 -32.0% (Oct 26, 1987, a simulated 3x)
Since TQQQ launched (2010) -23.3%, partly simulated until 2025
Turnover 349%/yr
Featured variant: Buy the Dip Standard
Aggressive daily mean-reversion state machine. It represents a genuinely different daily mean-reversion mechanism and the high-attention daily use case.
Trade-off: Daily decisions, concentrated exposure, and severe historical drawdowns make it unsuitable as an implied default.
CAGR since 1985 26.8%
Worst fall since 1985 -76.2% (Oct 26, 1987, a simulated 3x)
Since SQQQ and TQQQ launched (2010) -20.4%, partly simulated until 2011
Turnover 547%/yr
Featured variant: RVol Shifter Cash-Only
Aggressive daily volatility-regime strategy. The Cash-Only variant adds a distinct volatility-driven mechanism and is the reviewed family default.
Trade-off: Frequent regime changes, leveraged exposure, and volatility estimation error demand close monitoring.
CAGR since 2000 21.4%
Worst fall since 2000 -38.5% (Apr 20, 2005, a simulated 3x)
Since TQQQ launched (2010) -35.4%
Turnover 860%/yr
The Full Library keeps every published strategy and variant. Search, favorites and filters always cover it.
Strategies and variants BestFolio published in the last 90 days, newest first.
New variant of VIX Adaptive Momentum
Published · Pro
VIX Adaptive Momentum Top 1 with a 1.5x exposure target. The signal is unchanged and is still computed on the regular 1x ETFs; at execution each holding that has a 2x or 3x fund is swapped into it at a smaller weight, so the portfolio stays at 100% notional with no margin. Holdings with no leveraged fund stay at 1x, so exposure averages about 1.25x. In backtests since 1992 it made about 2.4 points a year more than VIX Adaptive Momentum Top 1, with a deeper worst fall (about -38% against -33%) and a similar Sharpe ratio. From Europe the S&P 500 leg has a leveraged UCITS fund; international stocks stay at 1x.
New variant of Multi-Asset Momentum
Published · Pro
Multi-Asset Momentum Standard with a 1.5x exposure target. The signal is unchanged and is still computed on the regular 1x ETFs; at execution each holding that has a 2x or 3x fund is swapped into it at a smaller weight, so the portfolio stays at 100% notional with no margin. Holdings with no leveraged fund stay at 1x, so exposure averages about 1.4x. In backtests since 1986 it made about 2.3 points a year more than Multi-Asset Momentum Standard, with a deeper worst fall (about -22% against -15%) and a slightly lower Sharpe ratio. From Europe the S&P 500, Nasdaq 100 and gold legs have a leveraged UCITS fund and emerging markets only a 3x one; small caps, real estate, Treasuries and high-yield bonds stay at 1x.
New variant of Mama Bear Portfolio
Published · Pro
Mama Bear Standard with a 1.5x exposure target. The signal is unchanged and is still computed on the regular 1x ETFs; at execution each holding that has a 2x or 3x fund is swapped into it at a smaller weight, so the portfolio stays at 100% notional with no margin. Holdings with no leveraged fund stay at 1x, so exposure averages about 1.3x. In backtests since 1985 it made about 2.3 points a year more than Mama Bear Standard, with a deeper worst fall (about -40% against -33%) and a similar Sharpe ratio. From Europe the gold leg has a 2x UCITS fund and emerging markets only a 3x one; international stocks and real estate stay at 1x.
New variant of GPM (Generalized Protective Momentum)
Published · Pro
GPM Standard with a 1.5x exposure target. The signal is unchanged and is still computed on the regular 1x ETFs; at execution each holding that has a 2x or 3x fund is swapped into it at a smaller weight, so the portfolio stays at 100% notional with no margin. Holdings with no leveraged fund stay at 1x, so exposure averages about 1.4x. In backtests since 1986 it made about 2.4 points a year more than GPM Standard, with a deeper worst fall (about -20% against -15%) and a slightly lower Sharpe ratio. From Europe the S&P 500, Nasdaq 100 and gold legs have a leveraged UCITS fund and emerging markets only a 3x one; small caps, real estate, Treasuries and high-yield bonds stay at 1x.
New variant of EAA (Elastic Asset Allocation)
Published · Pro
EAA Golden Offensive with a 1.5x exposure target. The signal is unchanged and is still computed on the regular 1x ETFs; at execution each holding that has a 2x or 3x fund is swapped into it at a smaller weight, so the portfolio stays at 100% notional with no margin. Holdings with no leveraged fund stay at 1x, so exposure averages about 1.4x. In backtests since 1982 it made about 2.4 points a year more than EAA Golden Offensive, with a deeper worst fall (about -28% against -20%) and a similar Sharpe ratio. From Europe the S&P 500 and gold legs have a leveraged UCITS fund and emerging markets only a 3x one; international stocks, real estate, Treasuries and high-yield bonds stay at 1x.
New variant of DAA (Defensive Asset Allocation)
Published · Pro
DAA-G12 Standard with a 1.5x exposure target. The signal is unchanged and is still computed on the regular 1x ETFs; at execution each holding that has a 2x or 3x fund is swapped into it at a smaller weight, so the portfolio stays at 100% notional with no margin. Holdings with no leveraged fund stay at 1x, so exposure averages about 1.4x. In backtests since 1986 it made about 3.5 points a year more than DAA-G12 Standard, with a deeper worst fall (about -27% against -20%) and a slightly lower Sharpe ratio. From Europe the S&P 500, Nasdaq 100 and gold legs have a leveraged UCITS fund and emerging markets only a 3x one; small caps, real estate, Treasuries and high-yield bonds stay at 1x.
New variant of BAA (Bold Asset Allocation)
Published · Pro
BAA-G4 (Aggressive) with a 1.5x exposure target. The signal is unchanged and is still computed on the regular 1x ETFs; at execution each holding that has a 2x or 3x fund is swapped into it at a smaller weight, so the portfolio stays at 100% notional with no margin. Holdings with no leveraged fund stay at 1x, so exposure averages about 1.35x. In backtests since 1986 it made about 5.3 points a year more than BAA-G4 (Aggressive), with a deeper worst fall (about -39% against -29%) and a Sharpe ratio about 5% lower. From Europe the Nasdaq 100 leg has a leveraged UCITS fund and emerging markets only a 3x one; international stocks and Treasuries stay at 1x.
New strategy
Published · Pro
Verdad's countercyclical allocation (Graham Infinger, 2021) with a trend filter. Each month-end the Moody's Baa minus 10-year Treasury credit spread and the 10-year minus 1-year Treasury slope are compared to their trailing 10-year medians. A wide spread means Growth (50% SPY, 40% small-cap value, 10% gold); a tight spread with a flat curve means Inflation (50% SPY, 10% small-cap value, 40% gold); a tight spread with a steep curve means Slowdown (50% investment-grade corporates, 40% 7-10 year Treasuries, 10% small-cap value). SPY and gold move to 7-10 year Treasuries after 5 closes below their 200-day average and come back after 5 closes above, on any day. It has trailed the S&P 500 since May 2021, after Verdad published it, and HAA, also in the catalog, did better over the full history from 1980.
New strategy
Published · Pro
Meb Faber's Trinity Portfolio as published in his 2016 white paper: half in a buy-and-hold global asset allocation (US, foreign and emerging stocks, corporate, long Treasury, foreign government and inflation-linked bonds, commodities, gold, REITs), rebalanced yearly, and half in Global Trend, the top half of the same ten assets by momentum, each held only above its 10-month average, else T-bills. Monthly.
New strategy
Published · Pro
Three separate 200-day trend gates, on US stocks (SPY), gold (GLD) and intermediate Treasuries (IEF), each with a 3% band either side of the average so it does not flip on noise. At each month-end the strategy holds the sleeves in an uptrend through established funds: SPY, GLD or IEF for one; GDE (stocks and gold), NTSX (stocks and Treasuries) or half GLD and half IEF for two; half NTSX and half GDE for all three; and T-bills for none. The posted version, which uses the newer GDT and ESBG funds, is a variant. It trailed SPY from 2010 to 2019 (10.5% against 13.6% a year), gold carries much of its edge (without the gold gate it returned 10.3% a year since 2001 instead of 12.8%), and its worst fall, -45.1% in early 1980, came as gold fell from its January 1980 peak.
New strategy
Published · Pro
A defensive sleeve for stock-heavy portfolios. Each month it ranks six hedges (Treasuries, commodities, gold, US dollar, Swiss franc, short S&P 500) by 1/3/6/9/12-month momentum and holds the top two at 50% each while their trend is positive, otherwise T-bills. A hedge already held stays while it ranks in the top three.
New strategy
Published · Pro
Risk parity across sources of risk rather than across tickers. Each month it removes funds that duplicate others, picks the few funds that explain almost all of the universe's movement as factors, groups every fund with the factor it tracks most closely, and balances risk inside each group and across the groups. Twelve asset classes, always fully invested, mostly bonds. It trailed a classic 60/40 portfolio over the same dates, 5.9% a year against 9.2% from December 1987 and 4.2% against 8.2% since 2008, with smaller falls: -20.4% at worst, against -33.7%.
New strategy
Published · Pro
Ilya Kipnis's Defensive Adaptive Asset Allocation as he published it in 2019: the top 5 of SPY, VGK, EWJ, EEM, VNQ, RWX, IEF, TLT, DBC and GLD by 1-3-6-12 momentum, only those above zero, weighted for minimum variance; a VWO/BND canary sets the risky share at 0%, 50% or 100%, and the rest goes to IEF if its momentum is positive, otherwise T-bills. Monthly.
New strategy
Published · Pro
Martin Schwoerer's version of Toma Hentea's dual momentum across ten global funds (US, international, emerging and Chinese stocks, real estate, gold, long Treasuries, corporate bonds). Each month-end it holds the four funds with the best 3-month return, 25% each. When the total bond market fund's 3-month return trails 3-month T-bills, it holds 100% cash (T-bills) instead. A second variant keeps Toma Hentea's original rules, which hold long Treasuries (TLT) when risk is off.
New strategy
Published · Pro
Grzegorz Link's Global Growth Cycle Enhanced Momentum with one change: the OECD CLI Diffusion Index is read from the OECD release that was current at each rebalance, not from today's revised history, so the signals are the ones the data published at the time gave. Risk-on (diffusion at or above 50%): SPY or IEFA by 12-month return. Risk-off: AGG or BIL. Monthly. History starts in April 2006, the first OECD release with all 17 countries.
New strategy
Published · Pro
Bill Sadek's SPY 200-day band timer with an out-of-market rotation. In the market it holds 100% SPY: it goes in when the 3-day average of SPY closes more than 3% above its 200-day average and out when it falls more than 5% below. Out of the market, instead of T-bills, it holds the 3 strongest of 8 funds (commodities, gold, US aggregate bonds, long and short Treasuries, short-term corporates, Europe and Pacific stocks), scored on 1, 3, 6 and 9-month returns and re-chosen each month-end; a pick below its 6-month average goes to T-bills.
New strategy
Published · Pro
Factor-tilted risk-parity: 40% small-cap (US+intl), 20% REITs, 20% long bonds, 20% gold. Avoids large-cap entirely.
New strategy
Published · Pro
Fred Piard's seasonal calendar for country stock funds. Half the portfolio is in Singapore and Brazil stocks from November to April, the other half in German stocks from October to December and in March and April. Anything not invested sits in Treasury bills, so the portfolio is fully in cash from May to September.
New strategy
Published · Pro
Meb Faber's bond timing rule. Each month-end it compares two yield premiums with their own history: the 10-year Treasury yield over the 3-month T-bill, and the investment-grade corporate yield (Moody's Baa) over the same T-bill. When a premium is above its historical median, half the portfolio goes to the matching bond fund (7-10 year Treasuries or investment-grade corporates); otherwise that half stays in T-bills.
New strategy
Published · Pro
A family of ballast sleeves with no stocks in them, built to sit next to a portfolio at a fixed weight. Each variant holds defensive assets (Treasuries, TIPS and T-bills, and in some variants gold, managed futures, commodities or the dollar) by momentum or trend, and moves toward T-bills when they fall. The default holds IEF, TIP or BIL, whichever returned most over the last 12 months.
New strategy
Published · Pro
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.
New strategy
Published · Pro
Cross-asset momentum (SPY, VXF, EFA, AGG) whose lookback speed is set by the VIX regime: 10-month momentum when the 40-day VIX average is at or below 18, 3-month when it is elevated, 1-month when the 20-day average also clears 32. Holds the top asset, or T-bills when its momentum is negative. Published by Andrew Miller (Alpha Architect, 2017) and verified out of sample by David Mesicek (2026).
New strategy
Published · Pro
Monthly rotation across five asset-class ETFs (VTI, AGG, VNQ, DBC, GLD): rank by the average of 1, 3, 6, 9 and 12-month returns and hold the top 3 equal-weighted. No cash gate; rotation into bonds and gold is the defense. Published by the Paper to Profit newsletter (2026) on the Macijauskas & Maditinos (2014) momentum framework.
New strategy
Published · Pro
Community strategy by u/Separate-Ad-9633 (r/LETFs). A 3x LETF rotation that ranks ten offensive assets with the nine-signal Vitral score (trend, path efficiency and price-versus-average over 3, 6 and 12 months, each adjusted for the asset's correlation to the universe), holds the top 4 at 25% each, and requires positive 13612 momentum on every slot. A negative TIP canary triggers a PARTIAL retreat rather than a full one: the best equity index and any top-3 diversifier stay on, the rest goes to Treasuries.
New strategy
Published · Pro
Community strategy by u/Separate-Ad-9633 (r/LETFs), written as a post-mortem of RPEA. A leveraged all-weather book, 60% core equity and 40% diversifiers, where every sleeve is trend-gated on its own signal and there is no bond allocation by default. A sleeve whose signal turns negative sends its entire weight down a shared defensive ladder (long Treasuries, then gold, then intermediate Treasuries, then cash) instead of into a single fixed defensive asset, which is the flaw that sank RPEA in 2022.
New variant of HAA (Hybrid Asset Allocation)
Published · Pro
Uses GLDM. HAA with gold as a tenth offensive candidate, momentum-ranked alongside the other nine and held only in the top four. The study was headline neutral, with deeper protection in 2000 to 2002 and 2008. Momentum rotated out before gold's 2013 crash. Crisis insurance, not a return upgrade.
New variant of HAA (Hybrid Asset Allocation)
Published · Pro
Scores GLDM and holds UGL through leveraged ETF substitution. HAA with gold as a tenth offensive candidate, momentum-ranked alongside the other nine and held only in the top four. The study was headline neutral, with deeper protection in 2000 to 2002 and 2008. Momentum rotated out before gold's 2013 crash. Crisis insurance, not a return upgrade.
New strategy
Published · Pro
Nicolas Lequeux's Permanent Portfolio: 20% global equities (VT), 20% long-term Treasuries (TLT) and 20% gold held permanently, plus a 40% sleeve rotated monthly between US equities (SPY), international equities (VEU) and cash (BIL) on 12-month rate of change, in the spirit of Antonacci's Global Equity Momentum. Total equity exposure ranges from 20% to 60%.
New variant of Momentum-Correlation Triplet
Published · Pro
The Standard triplet with a 1.5x exposure target. Selection is unchanged and is still computed on the regular 1x ETFs: top 5 by composite momentum, then the 3 with the lowest pairwise correlation. Execution swaps the chosen sleeve into 2x or 3x leveraged ETFs at reduced weight, so the portfolio stays at 100% notional with no margin. Months holding assets without a leveraged ETF (European, Japanese and small-cap equity, commodities, TIPS, global bonds and ex-US real estate) run below the 1.5x target. A return dial, not a Sharpe improvement: in backtests it adds roughly 4 points of CAGR over the Standard variant at a deeper drawdown (about -25% versus -17.5% on daily prices since 1987, and the levered October 1987 crash reaches about -32% on deep history).
New strategy
Published · Pro
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.
New strategy
Published · Pro
Community strategy by u/Separate-Ad-9633 (r/LETFs). A fully-invested leveraged stack, 30% TQQQ with ZROZ, AVDV, RSST and GDE diversifiers, steered by two independent 200-day trend gates: when SPY breaks trend the TQQQ sleeve is redistributed to ZROZ, gold and managed futures, and when TLT breaks trend the whole ZROZ sleeve splits into gold and managed futures. Monthly rebalance across the four resulting quadrants.
New strategy
Published · Pro
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.
New strategy
Published · Pro
David Varadi's 2026 successor to Growth-Inflation Sector Timing. SPY 200-day trend sets growth; the 5-year breakeven inflation rate (with a sector-ratio confirmation, trailing CPI before 2003) sets inflation. One position at a time, monthly: XLE, XLK, XLU, or a 50/50 XLP+IEF blend. About three switches per year.
New variant of HAA (Hybrid Asset Allocation)
Published · Pro
WARNING: extreme historical drawdown, published with full disclosure. HAA-Simple computed on SPY (the 1x underlying), holding QLD (2x Nasdaq-100) when both the TIP canary and SPY's own 13612 momentum are positive, de-risking to unleveraged IEF/BIL otherwise. The gate reads the broad market, not the Nasdaq: in 2000 it held the Nasdaq sleeve through eleven consecutive months of the dot-com unwind, a -79% drawdown (about -82% on daily prices) that took 9.6 years to recover, and 1983-1987 adds a second -53% episode. Since QLD's 2006 inception the same rules beat the SSO variant on every metric; the deep history shows the price of a Nasdaq holding behind a broad-market gate. A return dial for the Simple family, not a Sharpe improvement. Added by subscriber request.
New strategy
Published · Pro
Correlation-adjusted momentum on 12 global asset classes. Each month it scores every asset by its average 1, 3, 6 and 12-month return times one minus its correlation with the equal-weight mix, and holds the top 3. The share in crash protection (IEF or short Treasuries, whichever scores higher) rises as fewer assets score above zero: 50% when 9 of 12 do, all of it when 6 or fewer do. Monthly rebalancing.
New variant of Stoken's ACA - Daily [Dynamic Bond]
Published · Pro
The GLD/TLT pair from Stoken's ACA run standalone at 100% weight: risk-on above the 12-month high, defensive below the 6-month low (gold's inverted lookbacks), dynamic bond fallback to BIL. Analytical sleeve view; one third of the combined strategy, not a standalone recommendation.
New variant of Stoken's ACA - Daily [Dynamic Bond]
Published · Pro
The VNQ/IEF pair from Stoken's ACA run standalone at 100% weight: risk-on above the 6-month high, defensive below the 12-month low, dynamic bond fallback to BIL. Analytical sleeve view; one third of the combined strategy, not a standalone recommendation.
New variant of Stoken's ACA - Daily [Dynamic Bond]
Published · Pro
The SPY/IEF pair from Stoken's ACA run standalone at 100% weight: risk-on above the 6-month high, defensive below the 12-month low, dynamic bond fallback to BIL. Analytical sleeve view; one third of the combined strategy, not a standalone recommendation.
Mix strategies into one portfolio
Blending uncorrelated strategies can smooth the ride. Combine any of these into a single backtested portfolio.
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