Tactical & Passive Portfolios

Compare Investment Strategies & Portfolio Backtests

Analyze quantitative asset allocation models, compare drawdowns, and run allocation calculators for tactical investors.

Strategy Catalog

Browse quantitative models, filter by risk and profile, and select candidate systems for comparative backtesting.

What is StrategyIndex.io?

StrategyIndex.io is an educational library and backtesting dashboard dedicated to rules-based, quantitative investment strategies. We specialize in tactical asset allocation (TAA) models, dual momentum systems, and highly diversified passive portfolios.

Our platform allows investors to compare historical performance metrics, calculate real-time asset allocations, and leverage statistical metrics (like CAGR, max drawdown, and Sharpe ratio) to build resilient long-term portfolios.

How Backtests & Allocations are Calculated

Our statistical metrics are computed over a 10-year historical regime (2016-2026) using total return data (including reinvested dividends) of proxy ETFs representing US stocks, global stocks, gold, commodities, and bonds.

The live calculators utilize trailing momentum signals and simple moving averages (SMA) based on official end-of-month data. Calculations assume zero transaction fees and zero slippage, serving as a baseline historical benchmark.

Popular Strategy Comparisons

Explore head-to-head backtest analyses and risk breakdowns of leading quantitative asset allocation models:

GEM vs Classic 60/40 Compare tactical dual momentum against the passive institutional benchmark portfolio. All Weather vs Permanent Portfolio Contrast Harry Browne's 4-bucket portfolio with Ray Dalio's risk parity approach. GEM vs Dual Momentum (DM) Compare the 3-asset Global Equity Momentum with standard 2-asset Dual Momentum. Golden Butterfly vs All Weather Compare Tyler's small-cap value tilted portfolio against Dalio's risk parity approach. Ivy Portfolio vs 60/40 See how Meb Faber's endowment-style tactical momentum compares to the classic passive benchmark. Larry vs Golden Butterfly Compare two distinct approaches to factoring: Larry Swedroe's concentrated risk vs Tyler's balanced allocation. Permanent Portfolio vs 60/40 Contrast Harry Browne's ultra-defensive equal-weight strategy against the traditional 60/40 allocation. GEM vs All Weather Compare Antonacci's aggressive trend-following momentum against Dalio's defensive macro-balancing. Golden Butterfly vs Permanent Portfolio Compare the growth-oriented Golden Butterfly (which tilts towards small-cap value) against the ultra-defensive Permanent Portfolio. All Weather vs 60/40 Compare Ray Dalio's risk-parity portfolio against the classic passive benchmark. Ivy Portfolio vs All Weather Compare Meb Faber's tactical trend following against Dalio's passive risk parity. Larry Portfolio vs 60/40 Compare the small-cap value concentrated Larry Portfolio against the classic 60/40.

Latest Quantitative Research & Guides

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Complete Guide to Global Equity Momentum

An in-depth breakdown of Gary Antonacci's absolute and relative momentum filters, and how they protect capital.

Tax-Efficient Investing for Europeans

How frequent rebalancing affects tax liability in Europe, and strategy tips using UCITS ETFs.

All Weather vs 60/40 Portfolio Comparison

Analyzing how Ray Dalio's risk parity portfolio handles high-inflation regimes compared to classic 60/40.

Frequently Asked Questions

What is the difference between relative and absolute momentum?

Relative momentum compares multiple risky assets (e.g., US stocks vs international stocks) and selects the stronger performer. Absolute momentum compares the chosen asset's performance against a risk-free benchmark (like cash or T-bills) to determine whether to invest or move to safe-haven assets.

How often should tactical asset allocation strategies be rebalanced?

Most quantitative and trend-following strategies (like GEM, DM, and Meb Faber's Ivy Portfolio) require monthly evaluations. Rebalancing is only executed if the mathematical model triggers a change in assets at the end of the calendar month.

Are these models suitable for European investors?

Yes. European investors can implement these models using UCITS-compliant ETFs listed on European exchanges. For example, instead of S&P 500 (SPY), a European investor can buy a UCITS ETF (like SXR8 or CSPX) to avoid US withholding taxes and comply with local regulations.

Are historical backtests a guarantee of future returns?

No. Historical backtesting is an educational tool to understand how models performed under historical regimes. Future market environments may differ significantly, and quantitative models are subject to market risks, interest rate changes, and trend breaks.