Strategies

STRATEGIES OVERVIEW:

We track several leading Tactical Asset Allocation (TAA) strategies and variations thereof. Most of these strategies trade once (1) a month on the opening hour of the first trading day of the month (i.e. the first working day that the markets are open). You can use this page to quickly compare the compound annual growth (CAGR), volatility, and Sharpe ratio of each strategy over the last 5 years, or from 1995 to present. Alternatively you can view our full backtest from 1995 to present for each individual strategy by selecting the strategy links below (or via the drop down list above). 

Many of these strategies employ a variation of trend following to determine their buy/sell signals; however, we track a growing number of strategies that employ other techniques, such as CLI macro economic data. By using different strategies in different trading accounts, investors are able to diversify not only their investment assets but also their investment approach; thus hedging against the sudden failure of a single strategic approach. For investors with only one trading account, we have also developed "Optimized Portfolios" which combine several of the leading TAA strategies into a single portfolio, thereby providing instant diversification in your strategic approach.

Note: Our tracking sheets are dynamically updated every hour the markets are open. While the monthly trading signals are only updated once a month, the daily trading signals (found in part 5 of each tracker), and the performance metrics are updated hourly based on current market data. 

COMPARISON MATRIX:

Quickly compare the performance of all strategies, by navigating to our comparison matrix using the link below:

CORRELATION MATRIX:

Quickly compare the correlation between all the strategies by navigating to our correlation matrix using the link below:

STRATEGIES: