This strategy utilizes the Adaptive Asset Allocation (AAA) methodology, combining momentum, minimum variance, volatility and cross-correlation approaches into one algorithm with the aim of providing a diversified investment portfolio. By combining the different approaches, it aims to optimize risk-adjusted returns.

By combining different tactical approaches into one algorithm, the strategy builds a portfolio that responds to market conditions.

In up-trending markets capital is allocated into offensive assets including stocks, ETFs, REITs, and commodities, while during market selloffs the strategy focusses on defensive assets, especially intermediate US-treasuries or low-correlation ETFs and Stocks.

Using ETFs with a low correlation between them, the strategy seeks to identify market anomalies with a low ratio or risk to reward.

This strategy holds 4 positions and is rebalanced every 8 to 16 weeks, with positions being held for 90-day on average.

Contact Us for Balanced ETF Factsheet