DIY Asset Allocation Weights: May 2016

/DIY Asset Allocation Weights: May 2016

DIY Asset Allocation Weights: May 2016

By | 2017-08-18T17:06:33+00:00 May 3rd, 2016|Tool Updates, Uncategorized|3 Comments

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

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DIY Asset Allocation Weights_May 2016

Exposure Highlights:

  • Full exposure to domestic equities.
  • Full exposure to long-term bonds.
  • Full exposure to REITs.
  • Half exposure to commodities.
  • No exposure to international equities.

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


  • The views and opinions expressed herein are those of the author and do not necessarily reflect the views of Alpha Architect, its affiliates or its employees. Our full disclosures are available here. Definitions of common statistics used in our analysis are available here (towards the bottom).
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  • This site provides NO information on our value ETFs or our momentum ETFs. Please refer to this site.

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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.

3 Comments

  1. Greg Player May 5, 2016 at 9:43 pm

    Hi, I just finished reading your book, DIY Financial Advisor. Nice quick read. I’ve now spent a lot of time on your site reading a lot of what you have to offer. I have a couple of questions for you.

    Did you ever publish or show results for the IVY 5 with BOTH MA and TMOM? I think that would be interesting to look at.

    Do you track out of sample results for the portfolio? I would like to see all of the information since you first published this at the end of 2014 data.

    Also, in your book you mention that you would disclose the ETFs and ETNs to run the DIY strategy, but that was left out.
    In particular, interested in knowing how to do the momentum commodities and real estate. Even if it is about getting individual securities, I’d like information on sources of the data and how to make the selections for real estate and commodities. If you can’t publish this in the blog, then please email me. Or hopefully some faithful readers can chime in.

    Thank you for your service and all the information you provide for the individual investor. This is exactly what investing should be.

    • Wesley Gray, PhD
      Wesley Gray, PhD May 6, 2016 at 11:00 am

      Greg, have you checked out our tools?
      http://www.alphaarchitect.com/tools
      I think you sent us a note so we can get you specifics offline

      • Greg Player May 7, 2016 at 10:42 am

        Thank you for asking, yes I have checked out the tools section -very addictive playing with asset allocations!. spending a lot of time there, which is what has prompted a lot of the questions I have. Trying to find an investable universe of options. Look forward to your reply.

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