DIY Asset Allocation Weights: October 2015

/DIY Asset Allocation Weights: October 2015

DIY Asset Allocation Weights: October 2015

By | 2017-08-18T17:06:31+00:00 October 6th, 2015|Tool Updates|1 Comment

Do-It-Yourself tactical asset allocation weights are posted.

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Robust Asset Allocation_October

The results are hypothetical results and are NOT an indicator of future results and do NOT represent returns that any investor actually attained. Indexes are unmanaged, do not reflect management or trading fees, and one cannot invest directly in an index. Additional information regarding the construction of these results is available upon request.

Exposure Highlights:

  • No equity exposure!
  • Hold cash and wait for the trend to become our friend

Learn more about our tactical asset allocation system here, or pick up a copy of our new book, DIY Financial Advisor.

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About the Author:

Tian Yao
Prior to joining the Alpha Architect team, Ms. Yao was a Research Assistant to Dr. Gray. She studied quantitative models and summarized over 200 academic articles on psychology and behavioral finance. Her prior experience includes work as a financial analyst at United Asset Growth (China) LLC, and as a business development intern for Shanghai Pudong Development Bank. Tian earned a Masters in Finance at Drexel University. She earned her Bachelors degree in Finance at Nanjing Normal University, China.
  • Raffi

    Hi Tian/Alpha Architect. I recently purchased and read DIY Financial Advisor, and I’m a big fan of the Ultimate DIY portfolio. I have two questions that relate to how the strategy is carried out.

    First, it says that the risk-management strategy (ROBUST) should be applied on a monthly basis. Does this mean that we should only review the Moving Average tests once a month? If that was the case, it seems like there could be a big risk of not going to cash if there was a major downturn at the beginning of that month. Or, does it mean the Moving Average tests should use monthly data and not daily data?

    Second, should the ROBUST be used on all asset classes when utilizing the Ultimate DIY portfolio? I.e., should the ROBUST strategy be used only for equities, or should be used for all assets (equities, bonds, real assets) and their sub assets (domestic, international, REITS, and commodities)?

    Thanks for all your help!