Archive for the ‘Tactical Asset Allocation’ Category

I wear it as a badge of honor that my recent posts poo-poo’ing the future of tactical asset allocation (and its infinite reincarnations) have been consistently met with loud disagreement. Folks getting upset with you isn’t necessarily a sign that you’re doing the right thing, but never having folks get upset with you is a […]

A couple of for profit announcements…  For all the reasons I’ve discussed previously, I’ve officially cut ties with tactical asset allocation (and/or its many variations) as my core wealth management solution. In my previous post I talked about why the concept has lost its luster for me: the one-two-three punch of middling returns, long hold […]

Just Curious


Has anyone seen an empirical response to the limited upside remaining in US Treasury funds (read more and more) and the impact to tactical asset allocation models and all their many variations? I’m sure that there have been some smart things written on the subject only because it’s not a terribly big secret, but I […]

Since launching MarketSci in 2006, I’ve always been successful building active strategies for generating outsized volatile returns (see what I’m trading today). But I often struggled with more conservative strategies for the core of my wealth, the types of strategies that produce more than equity-like returns with less than bond-like volatility, and minimize exposure to […]

This is a monthly feature at the MarketSci Blog. Our Tactical Asset Allocation (TAA) model selects up to four assets from a diverse basket of asset classes on the final trading day of each month. Below is the new allocation for today’s close. Click to read more about the TAA model. Note: I’ll be out […]