Asset Allocation
Five systematic, rules-based allocation strategies. Monthly rebalance, no discretion. Benchmarked against 60/40 (SPY/AGG). Signals update once a month, after month-end.
| Strategy | 1Y Return | vs 60/40 | 1Y Max DD | CAGR | Sharpe | Max DD |
|---|---|---|---|---|---|---|
| Trend-Following | 17.5% | +2.9% | -6.0% | 6.3% | 0.87 | -9.8% |
| Dual Momentum | 16.0% | +1.4% | -10.2% | 8.4% | 0.81 | -22.2% |
| Crash-Protection | 17.3% | +2.7% | -6.1% | 6.0% | 0.72 | -15.7% |
| Risk-Parity | 15.7% | +1.1% | -4.4% | 4.9% | 0.46 | -28.4% |
| Macro-Regime | 22.1% | +7.5% | -8.9% | 11.4% | 0.76 | -33.7% |
| 60/40 Benchmark | 14.6% | — | -5.9% | |||
Pick a strategy above (or from the AA menu) to see its latest month-end signal, current allocation, performance vs 60/40, and the full rule set.
Data: Alpha Vantage (prices), FRED (unemployment). Transaction cost: 5bps/trade. Backtest: 2017-03-31 to 2026-07-01. Generated: 2026-07-02 09:30:54.