Static Asset Allocation Backtesting

Press the (+) button to view the ETFs represented in each asset class.

Use the Find ETFs by Asset Class button to see a list of other ETFs.

When you select an ETF, you will automatically be taken to the 'Selected investments' list. (Double-click to remove it from the list).

• From over 3000 ETFs listed in the US, we have selected over 300 ETFs that have proven over time to have large fund sizes, above average trading volumes and low tracking errors. We recommend these ETFs based on their benchmark indices, ETF descriptions and annual fees.

• Members can save their favourite ETFs. After logging in, go to the [ETF] - [ETF Comparison] screen and tick the star for your favourite ETF. This will create a separate collection of your favourite ETFs on the investment selection screen.

Choose how the investment weighting of the asset is determined.

• Fixed weight: Enter a weight for each of the selected investments.

• Equal weight: Give the selected assets the same weight.

• Inverse volatility: Determine the weight based on the inverse of the historical risk (volatility) of the selected assets.

• Minimum variance: Given the historical risk (volatility) of the selected assets, apply asset weights that can minimise the risk (volatility) of the overall portfolio.

Not often, but from time to time, for as short as a year or as long as several years, there are anomalies in the economic environment that deviate significantly from the norm. In these cases, it may be better to take a break from investing and hold cash to avoid extreme crises.

This option is not normally included in most static asset allocation strategies, but we are constantly looking for ways to reduce risk further and try to provide good options.

Option 1: Inverted Yield Curve (10-year minus 2-year) - Move into Defensive Assets if the 10-year minus 2-year yield turned negative from A to B months ago

Option 2: Inverted Yield Curve (10-year minus 3-month) - Move into Defensive Assets if the 10-year minus 3-month yield turned negative from A to B months ago

Option 3: S&P500 Dividend Yield - When the dividend yield on the S&P500 falls below certain levels, move into Defensive Assets.

Option 4: Unemployment rate (general) - hedges against recession by assuming that the unemployment rate has risen above a certain threshold.

Option 5: Unemployment Rate & Spy (GTT-UE) - This option is used in the GTT-UE strategy and is triggered when the unemployment rate is above the previous 12-month average and the SPY is below its 10-month moving average.

Option 6: Sahm's Rule - When the 3-month moving average of the U.S. unemployment rate is at least 0.5% points above the previous 12-month minimum and has increased from the previous month, move into defensive assets.

Option 7: Sahm's Rule and SPY Momentum - Move to defensive assets when the 3-month moving average of the U.S. unemployment rate is 0.5% points above the prior 12-month minimum & the SPY is below its 10-month moving average

Strategy Examples

You may not know what to invest in at the outset. We offer strategy examples that allows you to follow the investment strategies of famous hedge funds and investment institutions, as well as those of renowned academics.

Simply select a strategy you like at the top of the screen and we'll automatically select the content of the strategy for you. (This is a unique feature that you won't find anywhere else.) You can then build on this strategy to add or modify your own assets and methodologies.

If you find it difficult to create your own strategy at first, we recommend that you start with the strategies of existing masters. We hope you find them useful.