Comparison
Disclosure: BestFolio publishes this page and is one of the services compared. Every competitor fact links to its source with the date we last checked it. If something is out of date, tell us and we will correct it.
It depends on what you need. Allocate Smartly is the established choice: a large library of published tactical models and the longest operating record, since 2016. BestFolio, which publishes this page, fits European investors who need UCITS equivalents with ISINs and anyone who wants curated leveraged strategies. Logical Invest sells its own rotation strategies, and PortfolioWiser offers a guided start with a free tier. Portfolio Visualizer and testfol.io are backtesting tools: you build or pick rules and follow them yourself. Institutions buy tactical overlays from managers such as BlackRock or Sanostro. Whichever you choose, check how far back the data goes, which data source it names, and whether live signals are recorded apart from the backtest.
| Service | Type | Price | Strategy library | Backtest history | Europe (UCITS) | Best for |
|---|---|---|---|---|---|---|
| Allocate Smartly | Signal service | $49/mo, $399/yr, or $499/yr for Pro; 3 strategies free | 88 listed strategies, with variants listed separately | Often from 1970 to 1973, simulated before ETFs existed | US ETF signals plus a separate list of UCITS alternatives | Breadth and track record |
| Logical Invest | Signal service | $29/mo for Core Portfolios; free trial | About 20 of its own strategies and portfolios | Not confirmed | UCITS mappings in its blog and forum | House rotation strategies |
| PortfolioWiser | Signal service | Free tier with 15 strategies; Pro $39/mo, Institutional $79/mo; 20% off yearly | 57 public strategy pages, 76 in the app | From 2008 | US ETFs only | Guided start, free tier |
| BestFolio | Signal service | $29/mo or $299/yr; free strategies without a card | 110 published strategies, 88 of them tactical | From 1900 at the earliest; 22 start before 1985 | UCITS equivalents with ISINs for every mapped holding, EU mode, EUR pricing | European investors, leverage |
| Portfolio Visualizer | Backtesting tool | Free without a login; Basic $30/mo, Pro $55/mo, billed yearly | No curated strategies; 8 configurable tactical model types | From 1972 in the tactical tool | US and Canadian securities data | Free one-off research |
| testfol.io | Backtesting tool | Free core; Pro $12.50/mo, Pro+ $25/mo, Max $80/mo, billed yearly | 9 classic tactical backtests ready to run; mostly your own rules | Simulated series, some to 1885 | EUR reporting; no UCITS mapping | Your own rules, with alerts |
Last verified
Most published TAA strategies hold US-listed ETFs that EU, EEA and UK brokers often restrict for retail investors under PRIIPs. Allocate Smartly gives members a separate UCITS alternatives list by asset class. BestFolio maps holdings to European-listed equivalents with their ISINs and a confidence label, names the few it cannot map, and prices in euros. PortfolioWiser covers US ETFs only.
A signal service curates strategies, runs them every period and tells you what to hold next. A backtesting tool such as Portfolio Visualizer or testfol.io lets you define and test your own rules, or run a ready-made classic model where it offers one, and leaves checking, following and executing them to you.
Check how far back each backtest goes and what it uses before ETFs existed, whether the price data source is named, whether live signals are kept apart from the backtest, when signals publish relative to your trade, whether the funds are buyable in your country, and the full cost including taxes from turnover.
Tactical strategies aim to cut drawdowns, not to beat the market every year. They can trail buy-and-hold for long stretches, turnover can raise taxes, and published backtests tend to overstate what followers later earn. A service is worth it if it makes the rules, the data and the live record easy to check before you commit money.
Best for: A large curated library of published models, the longest operating record (research and tracking since 2016) and near-real-time tracking.
Watch out for: No leveraged strategies by policy, signals run on US ETFs, and it is the most expensive signal service here.
Checked Sep 28, 2026. Sources: Pricing, FAQs, List of strategies
Best for: A small set of in-house rotation strategies and pre-optimized portfolios, with about a decade of live history.
Watch out for: Mostly its own strategies rather than published research models, so there is less outside work to check them against.
Checked Sep 28, 2026 (search results only; the site blocks automated reads). Sources: Pricing, UCITS mappings
Best for: Newcomers who want a curated library based on published research, monthly rebalancing signals, a portfolio quiz, an optimizer, an AI assistant and a free tier.
Watch out for: Backtests start in 2008, so there is no dot-com or 1970s stress test, and the operator is anonymous.
Checked Oct 8, 2026; Strategy count, backtest start, ETF coverage and operator last checked Aug 26, 2026. Sources: Home, Pricing
Best for: European investors who want UCITS equivalents with ISINs in their signals, investors who want leveraged strategies in a curated library, and a lower price.
Watch out for: Its timestamped signal record only starts in July 2026 (the service launched in 2025), and only a few of its strategies reach back before 1930.
Our own figures, read live. Sources: Methodology, Pricing
Best for: One-off research such as backtests, Monte Carlo simulations and optimization, free without a login.
Watch out for: Not a signal service: no curated strategies or alerts, so you rebuild and re-run every model yourself.
Checked Sep 28, 2026. Sources: Pricing, Tactical models, FAQ
Best for: Hands-on researchers who build and test their own tactical rules or start from classic published models, with email alerts, at a low price.
Watch out for: Mainly a do-it-yourself research toolkit rather than a signal service: beyond a small catalog of classic backtests there is no curated, tracked strategy library, and the deepest history is heavily modeled.
Checked Oct 8, 2026; Backtest history depth and EUR reporting last checked Jul 24, 2026. Sources: Home, Pricing, Tactical strategies
Our deepest backtest, 100% US Stock Market, starts in 1900. Only 22 of our 110 published strategies start before 1985. A backtest can only begin when every asset it holds has data, so strategies that hold emerging markets, TIPS, high yield or REITs start in the mid-1980s or later. Deeper history usually makes a strategy look worse, not better, because it adds periods like the 1930s and the 1970s. We show it because it is the honest test, and we name every proxy we use before an ETF existed on the methodology page.
Search results for this question also list asset managers. They run tactical allocation for institutions and funds; individuals reach them through a fund or an adviser, not a monthly signal.
Allocate Smartly, Logical Invest, PortfolioWiser, Portfolio Visualizer, testfol.io are trademarks of their owners. This is an independent editorial comparison, not affiliated with or endorsed by any of them.