Strategies
15 strategies measured with the same engine, the same data and the same costs: 9 tactical ones, which re-assess the portfolio with a signal, and 6 passive ones, which act as a reference. Search by name, author or keyword.
15 strategies.
| Strategy | Type | Origin | Assets | Frequency | Difficulty | Now | CAGR | Max drawdown | Sharpe |
|---|---|---|---|---|---|---|---|---|---|
| Three-fund portfolio (Bogleheads) | Passive | Community | 3 | Annual | Low | Annual rebalancing | 7.8% | -21% | 0.71 |
| Permanent Portfolio Harry Browne, 1981 |
Passive | Book | 4 | Annual | Low | Annual rebalancing | 7.0% | -16% | 0.76 |
| All Weather Portfolio Tony Robbins (book), attributed to Ray Dalio, 2014 |
Passive | Book | 5 | Annual | Low | Annual rebalancing | 6.7% | -21% | 0.67 |
| Dual Momentum (GEM) Gary Antonacci, 2014 |
Tactical | Book | 4 | Monthly | Low | Offensive mode | 9.4% | -20% | 0.67 |
| HAA Balanced Wouter J. Keller and Jan Willem Keuning, 2023 |
Tactical | Paper | 10 | Monthly | Medium | Defensive mode | 9.7% | -9% | 0.92 |
| Faber GTAA 5 Mebane T. Faber, 2006 |
Tactical | Paper | 6 | Monthly | Low | Mixed · 40% defensive | 4.5% | -11% | 0.50 |
| 60/40 Portfolio | Passive | Community | 2 | Annual | Low | Annual rebalancing | 8.5% | -27% | 0.84 |
| BAA-G12 (Bold Asset Allocation) Wouter J. Keller, 2022 |
Tactical | Paper | 17 | Monthly | High | Defensive mode | 7.5% | -13% | 0.77 |
| Golden Butterfly Tyler (Portfolio Charts), 2016 |
Passive | Community | 5 | Annual | Low | Annual rebalancing | 7.5% | -18% | 0.78 |
| VAA-G12 (Vigilant Asset Allocation) Wouter J. Keller and Jan Willem Keuning, 2017 |
Tactical | Paper | 14 | Monthly | Medium | Defensive mode | 7.1% | -30% | 0.61 |
| Coffeehouse Portfolio | Passive | Book | 7 | Annual | Low | Annual rebalancing | 7.0% | -19% | 0.61 |
| VAA-G4 (Vigilant Asset Allocation) Wouter J. Keller and Jan Willem Keuning, 2017 |
Tactical | Paper | 7 | Monthly | Low | Defensive mode | 6.9% | -22% | 0.57 |
| DAA-G12 (Defensive Asset Allocation) Wouter J. Keller and Jan Willem Keuning, 2018 |
Tactical | Paper | 15 | Monthly | Medium | Mixed · 50% defensive | 7.6% | -19% | 0.75 |
| LAA (Lethargic Asset Allocation) Wouter J. Keller, 2019 |
Tactical | Paper | 5 | Monthly | Medium | Offensive mode | 9.8% | -19% | 0.96 |
| Accelerating Dual Momentum (ADM) Steve Hanly (Engineered Portfolio), 2018 |
Tactical | Community | 3 | Monthly | Low | Offensive mode | 12.5% | -35% | 0.77 |
No strategy matches your search. Try another word or remove a filter.
Each strategy is measured from the first date on which all its ETFs have 12 months of history, so the periods are not identical. To compare them over the same period use the comparison tool.
Educational and informational content. It is not investment advice or a personal recommendation. The results shown are historical simulations (backtests) using US-listed ETFs; past performance does not guarantee future results and you may lose some or all of the capital invested. Real returns will depend on your costs, taxes, currency and execution timing.