Strategy Reference

Divides capital equally among all symbols in the portfolio. On each rebalance date the weights are reset to 1/N where N is the number of assets. No market-cap bias, no optimization.

Beginners, low-turnover investors, baseline benchmark comparison.

Weights are proportional to the inverse of each asset's rolling volatility over a configurable lookback window. High-volatility assets receive smaller allocations; low-volatility assets receive larger ones. The result is a portfolio where no single asset dominates risk.

Investors who want diversification by risk rather than by dollar amount.

Assigns a fixed percentage to equity ETFs and the remainder to fixed-income ETFs. The split is configurable. Quarterly rebalancing keeps the ratio from drifting too far during trending markets.

Long-term investors seeking a simple, historically reliable risk/return trade-off.

Fixed allocation: 30% stocks, 40% long-term bonds, 15% intermediate bonds, 7.5% gold, 7.5% commodities. The weights are engineered so that each economic regime (growth, recession, inflation, deflation) is balanced by at least one asset that performs well in that environment.

Investors who prioritize steady risk-adjusted returns over maximum growth.

Equal-weight allocation across five broad asset classes: US equity, international equity, real estate (REITs), commodities, and fixed income. Mimics the diversification principles used by top university endowments without the alternatives exposure.

Investors looking for a globally diversified, institution-grade starting point.

Calculates total return for each asset over the past 252 trading days, excluding the final 21 days (skip-month to avoid short-term reversal). Assets are ranked and the top N% by momentum receive equal-weight allocation; the rest receive zero. Rebalanced monthly.

Investors comfortable with momentum crashes; works best with a diverse universe of ETFs.

First applies a relative momentum test: compares assets against each other over the lookback. Then applies an absolute momentum test: if the top asset's return is negative versus T-bills, the portfolio moves to aggregate bonds or cash instead. Rebalanced monthly.

Investors who want momentum with a defensive absolute-return overlay.

For each asset, computes the N-day SMA. If the current price is above the SMA the asset receives a long allocation; if below it is replaced by a bond or cash proxy. This keeps the portfolio in assets with upward momentum and avoids sustained drawdowns.

Investors who want to participate in bull markets while limiting bear-market exposure.

Calculates RSI for each asset over the configured period. Assets with RSI below the oversold threshold receive long allocations proportional to their undervaluation. Assets with RSI above 70 are trimmed or exited. Rebalanced weekly to capture short-term reversions.

Short-to-medium term investors in range-bound or mean-reverting markets.

Measures the portfolio's 21-day realized volatility and targets a constant volatility level. When markets are calm, the strategy holds full equity exposure. When volatility spikes, it de-risks to reduce position sizes. Rebalanced weekly.

Investors who want smoother drawdowns without fully exiting equities.

Ranks assets by price-to-book ratio and allocates to the cheapest quintile with equal weighting. Grounded in decades of academic research showing that cheap assets (by fundamental metrics) outperform over long horizons. Annual rebalance keeps turnover low.

Patient, long-horizon investors willing to endure multi-year value underperformance.

Constructs a minimum-variance basket from the asset universe using rolling covariance estimation. Overweights assets with low volatility and low correlation to each other. Contradicts the CAPM prediction that higher beta earns higher return.

Defensive investors who want equity-like long-run returns with meaningfully lower drawdowns.

Runs three sub-strategies in parallel — 12-month momentum, risk parity, and RSI mean reversion — and averages their weight vectors into a single allocation. Diversifies across factor premia so that when one factor is in a drawdown another may compensate.

Investors who want broad factor exposure without committing to a single style.

Uses Markowitz mean-variance optimization with Ledoit-Wolf covariance shrinkage to stabilize the covariance matrix estimate. Solves for the weight vector that minimizes portfolio variance subject to long-only and full-investment constraints. No return forecasts are used.

Risk-averse investors who want the least volatile portfolio the universe can deliver.

Tracks the rolling peak-to-current drawdown in real time. When drawdown exceeds the configured threshold the strategy scales down equity weights proportionally and parks capital in a short-duration bond proxy. Exposure is restored gradually as prices recover. Rebalanced weekly.

Investors with a low drawdown tolerance, such as those approaching retirement.