Strategy replication reports
Static github.io reports for AllocateSmartly replicas. Each catalog row
links to a strategy page with equity / monthly / alloc charts (AS ↔ ours)
loaded from site-data/. See the
progress dashboard for corr / CAGRΔ
distributions and the data coverage page for
ticker/indicator spans and limiting factors. Advanced workflows:
build a Custom Meta report
or compare a personalized tax scenario.
Set reusable tax defaults for individual
and Meta report pages. Original research:
review the NAAIM–AAII relative-sentiment benchmark.
Regen pages:
python3 -m research.reports render
· dashboard: dashboard
· payloads: export
· shell: scaffold
· shared demo: _template.html
102 strategies
| id | verify | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| Sell in May/Halloween Indicator | sell-in-may-halloween | 1.000 | 8.37% | 0.65 | -30.08% | +0.07% | 2026-07 | 2026-04 | pass |
| US Cross-Asset Momentum | us-cross-asset-momentum | 1.000 | 6.27% | 0.58 | -19.45% | +0.08% | 2026-07 | 2026-06 | pass |
| Hybrid Asset Allocation - Simple | haa-simple | 1.000 | 11.67% | 0.99 | -16.13% | +0.23% | — | — | pass |
| Piard's Annual Seasonality | piard-annual-seasonality | 1.000 | 10.57% | 0.71 | -29.28% | +0.34% | 2026-07 | 2026-04 | pass |
| Accelerating Dual Momentum [Dynamic Bond] | adm-db | 1.000 | 12.09% | 0.86 | -18.70% | +0.42% | 2026-07 | 2026-05 | pass |
| Accelerating Dual Momentum | adm | 1.000 | 12.29% | 0.87 | -25.28% | +0.46% | 2026-07 | 2026-05 | pass |
| Virag's Momentum Based Balancing | virag-momentum-based-balancing | 1.000 | 8.43% | 0.71 | -23.76% | +0.62% | 2026-07 | 2026-06 | pass |
| Glenn's Paired Switching Strategy | glenn-paired-switching | 1.000 | 10.31% | 0.74 | -30.23% | +0.31% | 2026-07 | 2026-04 | pass |
| Faber's Sector Relative Strength | faber-sector-rs | 1.000 | 8.94% | 0.69 | -15.65% | +0.35% | 2026-07 | 2026-06 | pass |
| Gold Cross-Asset Momentum | gold-cross-asset-momentum | 1.000 | 8.27% | 0.69 | -29.00% | +0.05% | — | — | pass |
| Protective Asset Allocation | paa | 1.000 | 7.35% | 0.77 | -20.21% | +0.36% | 2026-07 | 2026-05 | pass |
| NLX Finance's Hybrid Asset Allocation 60/40 | nlx-haa-60-40 | 0.999 | 8.10% | 1.14 | -6.40% | +0.21% | — | — | pass |
| Davis' Three Way Model | davis-three-way | 0.999 | 9.02% | 0.82 | -18.88% | +0.35% | 2026-07 | 2026-06 | pass |
| Diversified Dual Momentum | diversified-dm | 0.999 | 7.84% | 0.58 | -19.65% | +0.42% | 2026-07 | 2026-04 | pass |
| Novell's Tactical Bond Strategy | novell-tactical-bond | 0.999 | 2.95% | 0.58 | -8.55% | +0.31% | 2026-07 | 2026-06 | pass |
| Diversified Dual Momentum [Dynamic Bond] | diversified-dm-db | 0.999 | 7.70% | 0.58 | -17.94% | +0.38% | 2026-07 | 2026-04 | pass |
| Faber's Global Tactical Asset Alloc. 5 | gtaa-5 | 0.999 | 5.60% | 0.71 | -11.11% | +0.25% | 2026-07 | 2026-05 | pass |
| Excess Earnings Yield Dynamic - Valuation Only | eey-valuation-only | 0.999 | 8.31% | 0.90 | -21.41% | +0.36% | 2026-07 | 2026-06 | pass |
| Protective Asset Allocation - CPR | paa-cpr | 0.999 | 7.15% | 0.87 | -6.65% | +0.34% | 2026-07 | 2026-05 | pass |
| Faber's Trinity Portfolio Lite | trinity-lite | 0.999 | 7.27% | 0.84 | -12.90% | +0.40% | 2026-07 | 2026-06 | pass |
| Varadi's Minimum Correlation Portfolio | varadi-min-correlation | 0.999 | 8.79% | 0.94 | -23.05% | +0.61% | 2026-07 | 2026-06 | pass |
| US Min Correlation | us-min-correlation | 0.999 | 5.95% | 0.74 | -19.03% | +0.36% | 2026-07 | 2026-06 | pass |
| Livingston's Mama Bear Portfolio | livingston-mama-bear | 0.999 | 9.61% | 0.69 | -17.10% | +0.39% | 2026-07 | 2026-04 | pass |
| Stoken's ACA - Daily | aca-daily | 0.999 | 9.52% | 0.89 | -24.34% | +0.28% | 2026-07 | 2026-06 | pass |
| US Max Diversification | us-max-diversification | 0.999 | 6.00% | 0.85 | -20.29% | +0.34% | 2026-07 | 2026-06 | pass |
| Bold Asset Allocation - Balanced | baa-balanced | 0.999 | 8.09% | 0.82 | -10.13% | +0.48% | 2026-07 | 2026-05 | pass |
| Predicting US Treasury Returns | predicting-us-treasury-returns | 0.999 | 2.69% | 0.67 | -5.69% | +0.03% | 2026-07 | 2026-06 | pass |
| Composite Dual Momentum | cdm | 0.999 | 6.17% | 0.66 | -13.33% | +0.25% | 2026-07 | 2026-04 | pass |
| Bold Asset Allocation - Aggressive | baa-aggressive | 0.998 | 9.69% | 0.75 | -15.83% | +0.49% | 2026-07 | 2026-04 | pass |
| Faber's Global Tactical Asset Alloc. - Agg. 6 | gtaa-agg-6 | 0.998 | 8.36% | 0.74 | -13.05% | +0.36% | 2026-07 | 2026-06 | pass |
| Faber's 12-Month High Switch [Dynamic Bond] | faber-12m-high-switch-db | 0.998 | 7.47% | 0.90 | -8.33% | +0.14% | 2026-07 | 2026-06 | pass |
| Elastic Asset Alloc. - Offensive | eaa-offensive | 0.998 | 7.88% | 0.74 | -22.97% | +0.60% | 2026-07 | 2026-06 | pass |
| Elastic Asset Alloc. - Offensive [Dynamic Bond] | eaa-offensive-db | 0.998 | 8.22% | 0.78 | -10.13% | +0.52% | 2026-07 | 2026-06 | pass |
| Faber's Ivy Portfolio | ivy | 0.998 | 6.59% | 0.51 | -41.94% | +0.37% | — | — | pass |
| Robust Asset Allocation - Balanced | robust-aa-balanced | 0.998 | 5.43% | 0.76 | -7.26% | +0.35% | 2026-07 | 2026-06 | pass |
| Livingston's Papa Bear Portfolio | livingston-papa-bear | 0.997 | 8.12% | 0.60 | -15.70% | +0.65% | 2026-07 | 2026-06 | pass |
| Faber's Global Tactical Asset Alloc. 13 | gtaa-13 | 0.997 | 6.26% | 0.89 | -6.69% | +0.39% | 2026-07 | 2026-06 | pass |
| Kipnis' Defensive Adaptive Asset Allocation | kda | 0.997 | 7.42% | 0.85 | -11.93% | +0.63% | 2026-07 | 2026-06 | pass |
| Traditional Dual Momentum | traditional-dm | 0.997 | 8.61% | 0.59 | -21.53% | +0.26% | 2026-07 | 2026-04 | pass |
| Movement Capital's Composite Strategy | movement-capital-composite | 0.997 | 7.26% | 0.65 | -20.77% | +0.21% | 2026-07 | 2026-05 | pass |
| Lethargic Asset Allocation | laa | 0.997 | 10.06% | 1.02 | -18.60% | +0.49% | 2026-07 | 2026-04 | pass |
| Traditional Dual Momentum [Dynamic Bond] | traditional-dm-db | 0.997 | 8.61% | 0.57 | -19.45% | +0.23% | 2026-07 | 2026-04 | pass |
| Glenn's Quint Switching Filtered | quint-switching-filtered | 0.997 | 7.81% | 0.76 | -26.13% | +0.50% | 2026-07 | 2026-06 | pass |
| Elastic Asset Alloc. - Defensive | eaa-defensive | 0.997 | 7.01% | 0.76 | -22.51% | +0.41% | 2026-07 | 2026-06 | pass |
| Vigilant Asset Allocation - Aggressive | vaa-aggressive | 0.997 | 10.22% | 0.80 | -16.45% | +0.78% | 2026-07 | 2026-04 | pass |
| Regime-Based Strategic Asset Allocation | regime-based-saa | 0.997 | 5.49% | 0.85 | -14.34% | +0.23% | — | — | pass |
| Faber's Global Tactical Asset Alloc. - Agg. 3 | gtaa-agg-3 | 0.997 | 8.56% | 0.63 | -14.20% | +0.04% | 2026-07 | 2026-06 | pass |
| Elastic Asset Alloc. - Defensive [Dynamic Bond] | eaa-defensive-db | 0.997 | 7.34% | 0.82 | -9.60% | +0.37% | 2026-07 | 2026-06 | pass |
| Glenn's Quint Switching Filtered [Dynamic Bond] | quint-switching-filtered-db | 0.997 | 7.47% | 0.75 | -12.35% | +0.55% | 2026-07 | 2026-06 | pass |
| Permanent Portfolio | permanent-portfolio | 0.996 | 7.07% | 1.00 | -15.81% | +0.12% | — | — | pass |
| US Equal Risk Contribution | us-erc | 0.996 | 6.31% | 0.73 | -20.26% | +0.37% | 2026-07 | 2026-06 | pass |
| Hybrid Asset Allocation - Balanced | haa-balanced | 0.996 | 10.37% | 0.89 | -8.77% | -0.04% | 2026-07 | 2026-06 | pass |
| All-Weather Portfolio | all-weather | 0.996 | 6.76% | 0.83 | -21.10% | +0.04% | — | — | pass |
| Carlson's Defense First | carlson-defense-first | 0.996 | 10.82% | 0.97 | -8.07% | +0.51% | 2026-07 | 2026-06 | pass |
| Robust Asset Allocation - Aggressive | robust-aa-aggressive | 0.996 | 6.76% | 0.71 | -9.99% | +0.45% | 2026-07 | 2026-06 | pass |
| Tactical Permanent Portfolio | tactical-permanent-portfolio | 0.995 | 6.85% | 1.08 | -8.19% | +0.23% | 2026-07 | 2026-06 | pass |
| Resilient Asset Allocation | raa | 0.995 | 8.61% | 0.92 | -22.68% | +0.66% | 2026-07 | 2026-04 | pass |
| SPF Recession Probability [Dynamic Bond] | spf-recession-probability-db | 0.995 | 7.74% | 0.89 | -9.02% | +0.12% | 2026-07 | 2026-05 | pass |
| Efficiente Index | efficiente-index | 0.995 | 7.61% | 0.81 | -12.41% | +0.71% | 2026-07 | 2026-06 | pass |
| Optimal Trend Following | zakamulin-optimal-tf | 0.995 | 8.99% | 0.82 | -16.74% | -0.07% | 2026-07 | 2026-04 | pass |
| Financial Mentor's All-Weather Quad Mom. | awqm | 0.995 | 9.43% | 0.84 | -22.33% | +0.76% | 2026-07 | 2026-06 | pass |
| Varadi's Percentile Channels | varadi-percentile-channels | 0.995 | 7.05% | 0.99 | -8.82% | +0.51% | 2026-07 | 2026-06 | pass |
| Stoken's ACA - Monthly | aca-monthly | 0.993 | 9.34% | 0.81 | -28.06% | +0.33% | 2026-07 | 2026-06 | pass |
| Golden Butterfly | golden-butterfly | 0.993 | 7.94% | 0.91 | -17.15% | +0.62% | — | — | pass |
| Excess Earnings Yield Dynamic with Momentum | eey-with-momentum | 0.992 | 9.85% | 0.92 | -19.12% | +0.32% | 2026-07 | 2026-06 | pass |
| Adaptive Asset Allocation | aaa | 0.991 | 9.81% | 1.08 | -13.89% | +1.14% | 2026-07 | 2026-06 | pass |
| Faber's Tactical Yield | tactical-yield | 0.991 | 3.81% | 0.83 | -13.96% | -0.14% | — | — | pass |
| Classical Asset Allocation - Defensive | caa-defensive | 0.990 | 6.24% | 0.94 | -8.08% | +0.52% | 2026-07 | 2026-06 | pass |
| Novell's Bond-COMP | novell-bond-comp | 0.988 | 3.28% | 0.58 | -20.86% | -0.10% | 2026-07 | 2026-04 | pass |
| Pragmatic Asset Allocation - Amended | pragmatic-aa-amended | 0.987 | 9.62% | 0.75 | -21.05% | -0.35% | 2026-07 | 2026-04 | pass |
| Risk Premium Value - Weighted | rpv-weighted | 0.987 | 9.29% | 0.81 | -24.41% | +0.28% | — | — | pass |
| Pragmatic Asset Allocation - Original | pragmatic-aa-original | 0.986 | 9.96% | 0.79 | -21.05% | -0.34% | 2026-07 | 2026-04 | pass |
| Growth-Trend Timing - UE Rate | gtt-ue-rate | 0.986 | 12.16% | 0.82 | -23.94% | -0.26% | 2026-07 | 2026-04 | pass |
| 60/40 Benchmark | sixty-forty | 0.986 | 8.83% | 0.85 | -28.17% | -0.27% | — | — | pass |
| Classical Asset Allocation - Offensive | caa-offensive | 0.985 | 6.78% | 0.71 | -12.04% | +0.55% | 2026-07 | 2026-06 | pass |
| Resilient Asset Allocation [Dynamic Bond] | raa-db | 0.985 | 7.96% | 0.90 | -21.41% | +0.09% | 2026-07 | 2026-04 | pass |
| US Max Sharpe | us-max-sharpe | 0.985 | 7.17% | 0.73 | -27.34% | -0.05% | 2026-07 | 2026-03 | pass |
| Flexible Asset Allocation | faa | 0.983 | 8.21% | 0.89 | -9.79% | +0.81% | 2026-07 | 2026-05 | pass |
| Novell's Bond UI1 | novell-bond-ui1 | 0.980 | 3.01% | 0.52 | -19.45% | +0.91% | 2026-07 | 2026-04 | pass |
| Global Risk Parity Trend Following | global-rptf | 0.979 | 3.08% | 0.56 | -11.35% | +0.25% | 2026-07 | 2026-06 | pass |
| Novell's SPY-COMP [Dynamic Bond] | novell-spy-comp-db | 0.977 | 14.42% | 0.96 | -26.88% | +0.18% | 2026-07 | 2026-04 | pass |
| Vigilant Asset Allocation - Balanced | vaa-balanced | 0.976 | 5.42% | 0.67 | -19.50% | +0.18% | 2026-07 | 2026-05 | pass |
| Risk Premium Value - Best Value | rpv-best-value | 0.975 | 10.02% | 0.77 | -25.92% | -0.32% | — | — | pass |
| Momentum Turning Points | mtp-portfolio | 0.974 | 4.88% | 0.82 | -7.42% | +0.26% | 2026-07 | 2026-06 | pass |
| Choi's Dividend and Growth Allocation | choi-dividend-growth | 0.973 | 16.78% | 0.89 | -22.53% | +1.61% | 2026-07 | 2026-06 | pass |
| Novell's SPY-COMP | novell-spy-comp | 0.970 | 14.59% | 0.97 | -29.64% | +0.26% | 2026-07 | 2026-04 | pass |
| TrendYCMacro | trendycmacro | 0.970 | 10.61% | 0.86 | -16.26% | -0.08% | — | — | pass |
| Generalized Protective Momentum | gpm | 0.969 | 7.19% | 0.84 | -11.40% | -0.05% | 2026-07 | 2026-06 | pass |
| Growth-Trend Timing - Original | gtt-original | 0.964 | 12.41% | 0.81 | -44.73% | -0.96% | — | — | pass |
| Countercyclical Trend Following | countercyclical-trend-following | 0.963 | 10.90% | 0.83 | -14.82% | +0.20% | 2026-07 | 2026-06 | pass |
| US Risk Parity Trend Following | us-rptf | 0.962 | 4.76% | 0.75 | -8.47% | -0.16% | 2026-07 | 2026-06 | pass |
| Stoken's ACA - Daily [Dynamic Bond] | aca-daily-db | 0.958 | 10.60% | 1.10 | -16.80% | -0.14% | 2026-06 | 2026-06 | pass |
| Defensive Asset Allocation | daa-g12 | 0.954 | 9.31% | 0.86 | -15.61% | +1.50% | 2026-07 | 2026-06 | pass |
| Stoken's ACA - Monthly [Dynamic Bond] | aca-monthly-db | 0.952 | 8.90% | 0.82 | -16.29% | -0.13% | 2026-07 | 2026-06 | pass |
| Aspect Partners' Risk Managed Momentum | aspect-rmm | 0.951 | 7.23% | 0.53 | -22.38% | +0.82% | 2026-07 | 2026-06 | pass |
| Vitral's Multi-Asset Momentum | vitral-mam | 0.949 | 9.56% | 1.06 | -5.09% | +1.38% | 2026-07 | 2026-06 | pass |
| Varadi's Growth and Inflation Sector Timing | varadi-gi | 0.935 | 13.51% | 0.76 | -37.04% | +1.41% | 2026-07 | 2026-04 | pass |
| Black Box Defense First | black-box-defense-first | 0.927 | 8.89% | 1.10 | -6.63% | -0.76% | 2026-07 | 2026-06 | pass |
| Link's Global Growth Cycle Enhanced Monthly | link-ggc-enhanced-monthly | 0.903 | 12.46% | 1.07 | -10.62% | +1.12% | 2026-07 | 2026-04 | pass |
| Link's Global Growth Cycle | link-ggc | 0.902 | 11.34% | 1.02 | -11.27% | +0.68% | 2026-07 | 2026-07 | pass |
| Link's Global Growth Cycle Enhanced Mid-Month | link-ggc-enhanced-mid-month | 0.899 | 12.14% | 1.04 | -16.57% | +0.92% | 2026-07 | 2026-07 | pass |
| Financial Mentor's Optimum3 | optimum3 | 0.897 | 10.78% | 0.82 | -19.83% | -0.63% | 2026-07 | 2026-06 | pass |
Meta strategy reports
Compare Meta strategies on a shared return window.
| Strategy | id | corr | CAGR | Sharpe | Max drawdown | CAGR Δ | verify |
|---|---|---|---|---|---|---|---|
| Meta Walk-Forward: Original Meta | meta-original | 0.801 | 10.96% | 1.74 | -10.01% | -1.91% | — |
| Meta Walk-Forward: Max Sharpe | meta-max-sharpe | 0.793 | 11.04% | 1.67 | -10.61% | -2.48% | — |
| Meta Walk-Forward: Max Sortino | meta-max-sortino | 0.724 | 11.27% | 1.52 | -12.53% | -2.06% | — |
| Meta Walk-Forward: Target Return = S&P 500 | meta-target-return-sp500 | 0.451 | 5.73% | 0.93 | -11.13% | -3.58% | — |
| Meta Walk-Forward: Target Risk = 60/40 Benchmark | meta-target-risk-6040 | 0.725 | 14.43% | 1.47 | -14.08% | -1.11% | — |
| Meta Walk-Forward: Minimum Correlation | meta-minimum-correlation | 0.778 | 11.21% | 1.57 | -11.91% | +0.43% | — |
| Meta Walk-Forward: Maximum Diversification | meta-maximum-diversification | 0.757 | 10.60% | 1.65 | -10.85% | -0.06% | — |
| Meta Walk-Forward: Maximum Diversification / Low Rising-Rate Exposure | meta-maximum-diversification-low-rate | 0.725 | 10.59% | 1.65 | -10.85% | -1.49% | — |
| Meta Walk-Forward: Maximum Diversification / High Tax Efficiency | meta-maximum-diversification-high-tax | 0.765 | 10.64% | 1.66 | -10.85% | -0.06% | — |
| Meta Walk-Forward: Minimum Variance | meta-minimum-variance | 0.822 | 9.61% | 1.70 | -11.61% | +1.35% | — |
| Meta Walk-Forward: Max Sharpe / Low Rising-Rate Exposure | meta-max-sharpe-low-rate | 0.772 | 11.05% | 1.67 | -10.61% | -2.49% | — |
| Meta Walk-Forward: Max Sharpe / High Tax Efficiency | meta-max-sharpe-high-tax | 0.751 | 11.08% | 1.67 | -10.61% | -0.55% | — |