quantmodel

Quantmodel · Strategy research

Research results

Uniform robustness scorecard for every published catalog strategy, following Paper to Profit's three-part backtesting tutorials: statistical edge, overlapping-block bootstrap versus SPY, alpha decay, IS/OOS stability, cost and noise stress, and SPY-regime behavior. Headline CAGR is context, not the grade. Historical tests are not a forecast.

Strategy catalog Open a row for the t-tests, bootstrap fans, decay, cost grid, and regimes.
208 strategies A 3 B 9 C 5 D 25 F 160 Generated 2026-09-22T18:23:05Z

How the grade is built

Composite weights: statistical edge 20%, bootstrap vs SPY 18%, alpha decay 16%, overfit / stability 16%, cost robustness 15%, regime / stress 15%. A ≥ 84, B ≥ 76, C ≥ 68, D ≥ 58, otherwise F. Edge is a t-test (and Wilcoxon) versus zero and versus SPY. Bootstrap is P(beat SPY) on 400 overlapping 6-month and 24-month paths. Persistence is rolling 12-month OLS on log(strategy/SPY) wealth. Stability is chronological 70/30 plus first/second half, with return-space noise as a penalty. Cost is extra one-way bps on catalog turnover until Sharpe halves (on top of the published ~10 bps path). Regimes are seven SPY trend/vol states plus named crisis windows. Walk-forward parameter search, SPA, and PBO are not estimable on this catalog snapshot.

Grade Strategy Source Score P(beat 24m) p vs SPY ½-Sharpe bps Sharpe Months Edge Boot Decay Stable Cost Regime
A Golden Ratio Dual Gate (SPY + TIP)
golden-ratio-dual-gate		 BF 90 91% 0.000 — 1.22 300.0 B A A A A A
A Buy the Dip
buy-the-dip		 BF 86 90% 0.030 — 1.59 179.0 B A B A A A
A TQQQ Quadrant Stack
tqqq-quadrant-stack		 BF 85 82% 0.001 — 1.04 300.0 B B B B A A
B TQQQ/QQQ 200MA Band (+4%/-3%)
tqqq-qqq-band		 BF 84 84% 0.000 — 0.74 471.0 B B C A A B
B Varadi's Inflation Compass - Enhanced
varadi-inflation-compass-enhanced		 AS 83 74% 0.004 — 1.15 465.0 B C D A A A
B Varadi's Inflation Compass - Original
varadi-inflation-compass-original		 AS 83 72% 0.004 — 1.10 465.0 B C D A A A
B A-RVol Shifter
rvol-shifter		 BF 83 72% 0.001 — 0.87 471.0 B C D A A A
B LETF Baseline: UPRO / ZROZ / GLD
letf-upro-zroz-gld		 BF 82 86% 0.003 — 0.73 293.0 B A A A A F
B Low Initiative LETF V2 (Dual SMA + TIP)
low-initiative-letf-v2		 BF 81 80% 0.003 — 1.10 300.0 B B B D A A
B TQQQ/TLT Dual-Gate (+4%/-3%)
tqqq-tlt-dual-gate		 BF 81 78% 0.000 — 0.97 471.0 B B C C A A
B RPEA (RNAProf's Excellent Adventure)
rpea		 BF 79 76% 0.002 — 0.99 293.0 B C C F A A
B Varadi's Growth and Inflation Sector Timing
varadi-gi		 AS 78 51% 0.030 — 0.77 1176.0 B F D A A A
C LETF Baseline: SSO / ZROZ / GLD
letf-sso-zroz-gld		 BF 73 76% 0.058 — 0.82 293.0 F C D A A A
C LETF Baseline: UPRO / ZROZ / GLD / KMLM
letf-upro-zroz-gld-kmlm		 BF 73 70% 0.063 — 0.80 445.0 F C C A A B
C 100% US Stock Market
us-market-benchmark		 BF 69 50% 0.513 — 0.62 1185.0 D F F A A D
C Semis Signal (Schwoerer)
schwoerer-semis-signal		 BF 69 64% 0.393 — 0.98 295.0 F D D A A B
C Carlson's Orthogonal Alpha (BTAL/QLD)
orthogonal-alpha-btal		 BF 68 65% 0.102 — 0.81 471.0 F D F A A C
D Vol-Target 2x QQQ
voltarget-qqq		 BF 67 60% 0.153 — 0.82 471.0 F D F A A B
D Century Momentum
century-momentum		 BF 67 66% 0.101 — 1.07 366.0 F D F B A B
D TQQQ/UPRO Trend SMA
tqqq-trend		 BF 67 56% 0.986 — 1.03 193.0 D F F C A B
D Link's Global Growth Cycle Enhanced Monthly
link-ggc-enhanced-monthly		 AS 66 44% 0.687 — 1.35 661.0 D F F B A C
D Dynamic Macro Allocation (Sadek)
dynamic-macro-allocation-sadek		 BF 66 42% 0.792 — 1.26 456.0 D F F A A F
D Hybrid Asset Allocation - Balanced
haa-balanced		 AS 64 43% 0.974 — 1.27 426.0 D F F A A C
D Hybrid Asset Allocation - Simple
haa-simple		 AS 64 53% 0.670 — 1.09 756.0 D F F A A F
D Link's Global Growth Cycle Enhanced - Daily
link-ggc-enhanced-daily		 Other 64 42% 0.548 — 1.43 661.0 D F D C A F
D Momentum-Correlation Triplet
momentum-correlation-triplet		 BF 64 55% 0.258 — 1.23 413.0 F F D A A F
D Choi's Dividend and Growth Allocation
choi-dividend-growth		 AS 64 52% 0.287 — 0.91 465.0 F F F A A C
D Carlson's Adaptive 60/40
adaptive-6040		 BF 63 64% 0.479 — 1.07 293.0 F F D A A F
D KISS Momentum
kiss-momentum		 BF 63 40% 0.554 — 1.32 293.0 D F F B A F
D Bold Asset Allocation - Aggressive
baa-aggressive		 AS 63 60% 0.087 — 1.17 426.0 F D D D A C
D Benign Neglect (Schwoerer)
schwoerer-benign-neglect		 BF 63 48% 0.597 — 1.05 756.0 D F F A A F
D Elastic Asset Alloc. - Offensive [Dynamic Bond]
eaa-offensive-db		 AS 62 37% 0.690 — 1.08 414.0 D F F C A C
D Link's Global Growth Cycle Enhanced Mid-Month
link-ggc-enhanced-mid-month		 AS 62 40% 0.897 — 1.35 661.0 D F F D A C
D Return Stacked Quartet
return-stacked-quartet		 BF 62 62% 0.198 — 1.08 445.0 F D F D A C
D Composite Momentum
composite-momentum		 BF 61 38% 0.859 — 1.16 471.0 D F F A A F
D Faber's Global Tactical Asset Alloc. - Agg. 3
gtaa-agg-3		 AS 61 36% 0.971 — 0.94 426.0 D F F C A C
D LT Gain (DMS)
dms-lt-gain		 BF 61 40% 0.776 — 1.07 540.0 D F F B A F
D VIX Adaptive Momentum
vix-adaptive-momentum		 BF 60 52% 0.260 — 1.06 553.0 F F F B A C
D Elastic Asset Alloc. - Offensive
eaa-offensive		 AS 60 37% 0.676 — 1.05 414.0 D F F D A C
D Growth-Trend Timing - UE Rate
gtt-ue-rate		 AS 59 46% 0.596 — 0.99 923.0 D F F A A F
D GPMv (DMS)
dms-gpmv		 BF 59 37% 0.911 — 1.29 401.0 D F F C A F
D Pragmatic Asset Allocation - Original
pragmatic-aa-original		 AS 58 41% 0.935 — 0.89 407.0 F F F A A D
F Growth-Trend Timing - Original - Daily
gtt-original-daily		 Other 58 54% 0.998 — 0.87 384.0 F F F A A F
F Cash Trigger (Carter)
carter-cash-trigger		 BF 57 47% 0.874 — 1.00 540.0 D F F B A F
F Risk Parity Momentum (Schwoerer)
schwoerer-rpm		 BF 57 30% 0.928 — 0.99 293.0 D F F A A F
F The Russell (DMS)
dms-russell		 BF 57 54% 0.403 — 1.11 540.0 F F F C A F
F Excess Earnings Yield Dynamic w/ Mom - Daily
eey-with-momentum-daily		 Other 57 58% 0.394 — 1.52 282.0 F F F B A D
F Livingston's Papa Bear Portfolio
livingston-papa-bear		 AS 57 38% 0.903 — 0.87 426.0 F F F B A C
F Financial Mentor's All-Weather Quad Mom.
awqm		 AS 56 42% 0.328 — 1.12 407.0 F F F F A B
F Growth-Trend Timing - Original
gtt-original		 AS 56 46% 0.412 — 0.94 400.0 F F F A A F
F Unemployment Signal (Schwoerer)
schwoerer-unemployment		 BF 55 33% 0.629 — 0.93 923.0 D F F A A F
F GEM (Global Equities Momentum)
gem		 BF 55 37% 0.739 — 1.09 661.0 D F F F A F
F Split-Lookback Momentum Pair
split-momentum-pair		 BF 55 34% 0.952 — 0.86 413.0 D F F D A F
F Accelerating Dual Momentum
adm		 AS 55 48% 0.121 — 1.09 414.0 F F F D A F
F Traditional Dual Momentum
traditional-dm		 AS 55 37% 0.952 — 1.08 661.0 D F F F A F
F Pragmatic Asset Allocation - Amended
pragmatic-aa-amended		 AS 54 40% 0.885 — 0.88 407.0 F F F A A D
F Stoken's ACA - Daily
aca-daily		 AS 54 42% 0.909 — 1.17 667.0 F F F C A C
F Accelerating Dual Momentum [Dynamic Bond]
adm-db		 AS 54 42% 0.148 — 1.08 414.0 F F F C A F
F Novell's SPY-COMP
novell-spy-comp		 AS 53 47% 0.114 — 1.13 400.0 F F F D A F
F Global Navigator+ (DMS)
dms-global-navigator		 BF 53 40% 0.420 — 1.16 540.0 F F F D A F
F VIX Shield
vix-shield		 BF 53 52% 0.812 — 0.54 300.0 F F F A A F
F Vigilant Asset Allocation - Aggressive
vaa-aggressive		 AS 52 45% 0.375 — 1.15 426.0 F F F F A C
F Novell's SPY-COMP [Dynamic Bond]
novell-spy-comp-db		 AS 52 47% 0.130 — 1.12 400.0 F F F D A F
F Risk Premium Value - Best Value
rpv-best-value		 AS 52 48% 0.879 — 1.11 462.0 D F F F A F
F Piard's Annual Seasonality - Daily
piard-annual-seasonality-daily		 Other 52 48% 0.976 — 0.80 415.0 F F F F A D
F Alpha-One Momentum
alphaone-momentum		 BF 51 43% 0.714 — 0.79 457.0 F F F A A F
F Swensen Yale Endowment
swensen-yale		 BF 50 37% 0.061 — 0.79 368.0 F F F A A D
F Holy Grail Dual Momentum (Schwoerer)
schwoerer-holy-grail		 BF 49 38% 0.655 — 1.03 368.0 F F F A A D
F HYG Signal (Schwoerer)
schwoerer-hyg		 BF 49 47% 0.797 — 0.75 277.0 F F F A A F
F Link's Global Growth Cycle
link-ggc		 AS 49 32% 0.834 — 1.26 856.0 F F F A A F
F Bold Asset Allocation - Balanced
baa-balanced		 AS 49 38% 0.777 — 1.36 413.0 F F F C A F
F Glenn's Paired Switching Strategy
glenn-paired-switching		 AS 49 36% 0.918 — 0.85 756.0 F F F A A F
F Livingston's Mama Bear Portfolio
livingston-mama-bear		 AS 49 36% 0.684 — 0.92 426.0 F F F B A F
F Growth-Trend Timing - UE Rate - Daily
gtt-ue-rate-daily		 Other 49 39% 0.985 — 0.90 384.0 F F F C A F
F Golden Ratio
golden-ratio		 BF 49 37% 0.576 — 1.07 300.0 F F F A A F
F Faber's Global Tactical Asset Alloc. - Agg. 6
gtaa-agg-6		 AS 49 34% 0.671 — 1.10 426.0 F F F B A F
F Faber's Trinity Portfolio Lite
trinity-lite		 AS 48 33% 0.168 — 1.11 413.0 F F F B A F
F Traditional Dual Momentum [Dynamic Bond]
traditional-dm-db		 AS 48 35% 0.929 — 1.09 661.0 F F F F A F
F Second Grader's Starter
second-grader		 BF 48 36% 0.066 — 0.76 457.0 F F F B A D
F VIX DMA Edge
vix-dma-edge		 Other 48 40% 0.763 — 0.76 402.0 F F F A A F
F Risk Premium Value Best Value - Daily
rpv-best-value-daily		 Other 48 53% 0.624 — 0.97 463.0 F F F D A F
F The 12% Solution (Carter)
carter-12pct		 BF 48 41% 0.838 — 0.93 471.0 F F F B A F
F Lethargic Asset Allocation
laa		 AS 48 38% 0.439 — 1.13 471.0 F F F B A F
F Bamboo (DMS)
dms-bamboo		 BF 48 30% 0.464 — 1.15 300.0 F F F A A F
F Piard's Annual Seasonality
piard-annual-seasonality		 AS 47 43% 0.872 — 0.78 415.0 F F F F A D
F Adaptive Asset Allocation
aaa		 AS 47 29% 0.596 — 0.98 413.0 F F F A A F
F Virag's Momentum Based Balancing
virag-momentum-based-balancing		 AS 47 45% 0.471 — 0.97 426.0 F F F D A C
F Cockroach Portfolio
cockroach-portfolio		 BF 47 42% 0.384 — 1.04 293.0 F F F B A F
F Faber's Sector Relative Strength
faber-sector-rs		 AS 47 39% 0.593 — 0.87 636.0 F F F C A F
F Global Stock Market
global-market-benchmark		 BF 47 37% 0.274 — 0.76 663.0 F F F C A F
F Vitral's Multi-Asset Momentum
vitral-mam		 AS 47 22% 0.358 — 1.23 221.0 F F F A A F
F Glenn's Quint Switching Filtered
quint-switching-filtered		 AS 47 38% 0.934 — 0.99 426.0 F F F F A C
F Varadi's Minimum Correlation Portfolio
varadi-min-correlation		 AS 47 40% 0.420 — 1.07 426.0 F F F D A C
F Carlson's Defense First
carlson-defense-first		 AS 47 34% 0.512 — 1.09 647.0 F F F A A F
F Countercyclical Trend Following
countercyclical-trend-following		 AS 47 39% 0.878 — 1.16 484.0 F F F C A F
F Core-4 (Ferri)
core-four-ferri		 BF 47 35% 0.031 — 0.81 457.0 F F F C A C
F 200-Day SMA Trend
sma-trend		 BF 47 23% 0.686 — 0.93 780.0 F F F A A F
F Protective Asset Allocation - CPR
paa-cpr		 AS 47 32% 0.385 — 1.29 413.0 F F F C A F
F Bitcoin Signal (Schwoerer)
schwoerer-bitcoin		 BF 47 26% 0.360 — 1.27 174.0 F F F A A F
F Stoken's ACA - Daily [Dynamic Bond]
aca-daily-db		 AS 47 28% 0.379 — 0.92 241.0 F F F A A F
F Optimal Trend Following
zakamulin-optimal-tf		 AS 46 20% 0.271 — 0.80 1659.0 F F F A A F
F Elastic Asset Alloc. - Defensive [Dynamic Bond]
eaa-defensive-db		 AS 46 33% 0.624 — 1.11 414.0 F F F C A F
F No-Brainer (Bernstein)
no-brainer-bernstein		 BF 46 33% 0.024 — 0.80 457.0 F F F D A C
F SPY 200MA Band Timer (Sadek)
sadek-spy-band		 BF 45 34% 0.698 — 0.92 780.0 F F F B A F
F TrendYCMacro
trendycmacro		 AS 45 34% 0.597 — 1.03 400.0 F F F B A F
F Classical Asset Allocation - Offensive
caa-offensive		 AS 45 33% 0.415 — 1.04 407.0 F F F C A F
F Lethargic Asset Allocation - Daily
laa-daily		 Other 45 36% 0.532 — 1.19 471.0 F F F C A F
F Coffeehouse
coffeehouse		 BF 45 30% 0.035 — 0.80 360.0 F F F B A D
F Black Box Defense First
black-box-defense-first		 AS 45 17% 0.385 — 1.24 221.0 F F F A A F
F Equity + Managed Futures
equity-managed-futures		 BF 45 20% 0.127 — 1.04 215.0 F F F A A F
F Varadi's Minimum Correlation Portfolio - Daily
varadi-min-correlation-daily		 Other 45 38% 0.307 — 1.03 426.0 F F F D A F
F Faber's Global Tactical Asset Alloc. 13
gtaa-13		 AS 45 38% 0.112 — 1.20 426.0 F F F C A F
F Glenn's Quint Switching Filtered [Dynamic Bond]
quint-switching-filtered-db		 AS 45 43% 0.842 — 1.00 426.0 F F F F A C
F Sell in May/Halloween - Daily
sell-in-may-halloween-daily		 Other 45 26% 0.101 — 0.64 1678.0 F F F A A F
F Kipnis' Defensive Adaptive Asset Allocation
kda		 AS 45 29% 0.159 — 0.85 413.0 F F F A A F
F Elastic Asset Alloc. - Offensive - Daily
eaa-offensive-daily		 Other 44 26% 0.384 — 0.77 414.0 F F F C A F
F Defensive Asset Allocation
daa-g12		 AS 44 18% 0.347 — 1.03 227.0 F F F B A F
F Bogleheads Four-Fund
bogleheads-4-fund		 BF 44 30% 0.021 — 0.82 457.0 F F F C A F
F RP3 Trend-Tilted Core
rp3-trend-tilted-core		 BF 44 22% 0.278 — 1.09 293.0 F F F A A F
F Flexible Asset Allocation
faa		 AS 44 21% 0.260 — 1.03 227.0 F F F A A F
F Sell in May/Halloween Indicator
sell-in-may-halloween		 AS 44 31% 0.090 — 0.64 1678.0 F F F A A F
F Generalized Protective Momentum
gpm		 AS 44 36% 0.386 — 1.16 413.0 F F F D A F
F Triad (DMS)
dms-triad		 BF 44 12% 0.073 — 1.11 182.0 F F F A A F
F Risk-off Gauge SPY Exposure
risk-off-spy-exposure		 Other 44 33% 0.539 — 1.13 367.0 F F F B A F
F Davis' Three Way Model - Daily
davis-three-way-daily		 Other 44 30% 0.582 — 0.96 669.0 F F F C A F
F Faber's 12-Month High Switch [Dynamic Bond]
faber-12m-high-switch-db		 AS 44 33% 0.211 — 1.25 660.0 F F F C A F
F Protective Asset Allocation
paa		 AS 44 36% 0.433 — 1.22 413.0 F F F F A F
F NLX Finance's Hybrid Asset Allocation 60/40
nlx-haa-60-40		 AS 44 26% 0.353 — 1.32 756.0 F F F A A F
F Elastic Asset Alloc. - Defensive
eaa-defensive		 AS 44 34% 0.632 — 1.07 414.0 F F F F A F
F 4-3-2-1 Dragon
dragon-4321		 BF 43 14% 0.054 — 0.97 215.0 F F F A A F
F 60/40 Benchmark
sixty-forty		 AS 43 24% 0.028 — 0.93 755.0 F F F A A F
F Margaritaville
margaritaville		 BF 43 0% 0.000 — 0.84 175.0 F F F A A F
F Robust Asset Allocation - Aggressive
robust-aa-aggressive		 AS 43 30% 0.131 — 1.11 414.0 F F F C A F
F 60/40 Benchmark - Daily
sixty-forty-daily		 Other 43 22% 0.028 — 1.03 558.0 F F F A A F
F Classical Asset Allocation - Defensive
caa-defensive		 AS 43 25% 0.148 — 1.32 407.0 F F F C A F
F Efficiente Index
efficiente-index		 AS 42 29% 0.244 — 1.18 426.0 F F F D A F
F Varadi's Percentile Channels
varadi-percentile-channels		 AS 42 26% 0.103 — 1.19 672.0 F F F C A F
F Faber's Ivy Portfolio
ivy		 AS 42 36% 0.013 — 0.91 661.0 F F F F A F
F All-Weather Portfolio
all-weather		 AS 42 30% 0.060 — 1.06 671.0 F F F D A F
F Simple Path to Wealth
simple-path-wealth		 BF 42 22% 0.033 — 0.90 457.0 F F F B A F
F Bogleheads Three-Fund
bogleheads-3-fund		 BF 42 26% 0.006 — 0.91 457.0 F F F D A F
F Diversified Dual Momentum [Dynamic Bond]
diversified-dm-db		 AS 42 29% 0.764 — 1.11 661.0 F F F F A F
F Novell's Bond UI1
novell-bond-ui1		 AS 41 1% 0.002 — 0.49 149.0 F F F B A F
F Diversified Dual Momentum
diversified-dm		 AS 41 32% 0.848 — 1.08 661.0 F F F F A F
F Desert Portfolio
desert-portfolio		 BF 41 20% 0.078 — 1.18 293.0 F F F C A F
F SPF Recession Probability DB - Daily
spf-recession-probability-db-daily		 Other 41 26% 0.065 — 1.11 688.0 F F F C A F
F Tactical Permanent Portfolio
tactical-permanent-portfolio		 AS 41 22% 0.082 — 1.27 669.0 F F F C A F
F Traditional Dual Momentum [Dynamic Bond] - Daily
traditional-dm-db-daily		 Other 41 39% 0.640 — 1.02 661.0 F F F F A F
F Risk Premium Value - Weighted
rpv-weighted		 AS 41 38% 0.743 — 1.14 462.0 F F F F A F
F SPF Recession Probability [Dynamic Bond]
spf-recession-probability-db		 AS 41 28% 0.065 — 1.11 688.0 F F F C A F
F Classical Asset Allocation - Offensive - Daily
caa-offensive-daily		 Other 41 27% 0.056 — 0.78 401.0 F F F D A F
F Movement Capital's Composite Strategy
movement-capital-composite		 AS 41 32% 0.081 — 0.95 400.0 F F F D A F
F UIS (Universal Investment Strategy)
uis		 BF 41 31% 0.706 — 1.08 464.0 F F F F A C
F Generalized Protective Momentum - Daily
gpm-daily		 Other 41 20% 0.039 16 0.73 413.0 F F F D A F
F Robust Asset Allocation - Balanced
robust-aa-balanced		 AS 40 30% 0.052 — 1.23 414.0 F F F F A F
F Financial Mentor's Optimum3
optimum3		 AS 40 21% 0.145 — 1.00 211.0 F F F B A F
F Gone Fishin'
gone-fishin		 BF 40 4% 0.025 — 0.78 87.0 F F F A A F
F Resilient Asset Allocation [Dynamic Bond] - Daily
raa-db-daily		 Other 40 31% 0.205 — 1.08 426.0 F F F F A F
F Vigilant Asset Allocation - Balanced
vaa-balanced		 AS 40 27% 0.107 — 1.10 413.0 F F F F A F
F Protective Asset Allocation - Daily
paa-daily		 Other 40 26% 0.196 — 1.03 413.0 F F F F A F
F Excess Earnings Yield Dynamic - Daily
eey-valuation-only-daily		 Other 40 25% 0.032 — 0.99 282.0 F F F C A F
F Composite Dual Momentum
cdm		 AS 40 39% 0.285 — 1.33 540.0 F F F F A F
F Merriman Ultimate Buy & Hold
merriman-ubh		 BF 39 0% 0.001 — 0.71 147.0 F F F A A F
F Elastic Asset Alloc. - Defensive - Daily
eaa-defensive-daily		 Other 39 24% 0.106 — 0.80 414.0 F F F F A F
F Resilient Asset Allocation
raa		 AS 39 38% 0.453 — 1.15 426.0 F F F F A F
F Momentum Turning Points
mtp-portfolio		 AS 39 2% 0.000 — 0.88 209.0 F F F A A F
F Varadi Percentile Channels - Daily
varadi-percentile-channels-daily		 Other 39 25% 0.021 — 1.06 672.0 F F F D A F
F Excess Earnings Yield Dynamic with Momentum
eey-with-momentum		 AS 39 16% 0.186 — 1.09 281.0 F F F D A F
F Resilient Asset Allocation - Daily
raa-daily		 Other 39 32% 0.316 — 1.13 426.0 F F F F A F
F Pinwheel
pinwheel		 BF 39 2% 0.001 — 0.81 172.0 F F F A A F
F Resilient Asset Allocation [Dynamic Bond]
raa-db		 AS 39 33% 0.320 — 1.15 426.0 F F F F A F
F Couch Potato
couch-potato		 BF 39 23% 0.011 — 1.06 457.0 F F F D A F
F Turbulence Index Proxy
turbulence-index-proxy		 Other 39 17% 0.000 — 1.10 540.0 F F F D A F
F Excess Earnings Yield Dynamic - Valuation Only
eey-valuation-only		 AS 39 26% 0.031 — 1.01 281.0 F F F D A F
F Faber's Global Tactical Asset Alloc. 5
gtaa-5		 AS 39 26% 0.042 — 1.30 661.0 F F F F A F
F Macro-aware Risk Parity (US Proxy)
macro-aware-rp-us-proxy		 Other 39 18% 0.004 — 1.64 751.0 F F F D A F
F Global Risk Parity Trend Following
global-rptf		 AS 39 23% 0.020 — 1.12 426.0 F F F F A F
F Classical Asset Allocation - Defensive - Daily
caa-defensive-daily		 Other 39 22% 0.020 — 1.14 401.0 F F F D A F
F RP Gold+SCV (Schwoerer)
schwoerer-rp-gold-scv		 BF 38 22% 0.293 — 0.85 293.0 F F F F A F
F Aspect Partners' Risk Managed Momentum
aspect-rmm		 AS 38 21% 0.230 — 0.61 221.0 F F F F A F
F Global Risk Parity Trend Following - Daily
global-rptf-daily		 Other 38 22% 0.009 — 1.05 420.0 F F F F A F
F Regime-Based Strategic Asset Allocation
regime-based-saa		 AS 38 24% 0.025 — 1.27 671.0 F F F F A F
F US Max Sharpe
us-max-sharpe		 AS 38 22% 0.169 — 1.12 726.0 F F F F A F
F White Knuckle (Carter)
carter-white-knuckle		 BF 37 0% 0.708 — 0.36 68.0 F F F A A F
F US Cross-Asset Momentum
us-cross-asset-momentum		 AS 37 28% 0.272 — 1.10 756.0 F F F F A F
F Larry Swedroe 30/70
larry-swedroe-30-70		 BF 37 0% 0.030 — 1.15 42.0 F F F A A F
F US Risk Parity Trend Following
us-rptf		 AS 37 24% 0.023 — 1.36 553.0 F F F F A F
F Weird Portfolio
weird-portfolio		 BF 36 3% 0.005 — 0.70 189.0 F F F D A F
F US Max Sharpe - Daily
us-max-sharpe-daily		 Other 36 2% 0.005 — 0.74 213.0 F F F F A F
F US Max Diversification
us-max-diversification		 AS 36 23% 0.037 — 1.34 726.0 F F F F A F
F US Risk Parity Trend Following - Daily
us-rptf-daily		 Other 36 18% 0.010 — 1.28 547.0 F F F F A F
F US Equal Risk Contribution
us-erc		 AS 35 22% 0.035 — 1.28 726.0 F F F F A F
F US Min Correlation
us-min-correlation		 AS 35 26% 0.034 — 1.27 726.0 F F F F A F
F Novell's Bond-COMP
novell-bond-comp		 AS 35 24% 0.052 — 1.11 400.0 F F F F A F
F Novell's Tactical Bond Strategy
novell-tactical-bond		 AS 35 22% 0.045 — 1.18 481.0 F F F F A F
F Vigilant Asset Allocation - Balanced - Daily
vaa-balanced-daily		 Other 34 21% 0.010 7 0.67 413.0 F F F F C F
F Faber's Tactical Yield
tactical-yield		 AS 34 24% 0.011 — 1.54 756.0 F F F F A F
F Predicting US Treasury Returns
predicting-us-treasury-returns		 AS 34 26% 0.008 — 1.51 558.0 F F F F A F
F SPYST VIX Consensus
spyst-vix-consensus		 Other 33 0% 0.124 — 2.34 33.0 F F F D A F
F US Max Diversification - Daily
us-max-diversification-daily		 Other 33 12% 0.006 — 0.97 213.0 F F F F A F
F US Min Correlation - Daily
us-min-correlation-daily		 Other 33 11% 0.004 — 0.85 213.0 F F F F A F
F US Equal Risk Contribution - Daily
us-erc-daily		 Other 33 13% 0.004 — 0.85 213.0 F F F F A F
I Davis' Three Way Model
davis-three-way		 AS — — — — — — I I I I I I
I Gold Cross-Asset Momentum
gold-cross-asset-momentum		 AS — — — — — — I I I I I I
I Golden Butterfly
golden-butterfly		 AS — — — — — — I I I I I I
I Permanent Portfolio
permanent-portfolio		 AS — — — — — — I I I I I I
I Stoken's ACA - Monthly
aca-monthly		 AS — — — — — — I I I I I I
I Stoken's ACA - Monthly [Dynamic Bond]
aca-monthly-db		 AS — — — — — — I I I I I I