No. of Recommendations: 4
I follow a relatively simple approach based on a Global Tactical Asset Allocation (GTAA) model(s)
published by Faber, . . . Up to 12% in each of the top 6 by momentum major global asset classes,
monthly turnover

I have also been using Faber's GTAA approach for the last few years for a portion of my holdings.
Except I settled on using the top 4 instead of his aggressive top 3 or conservative top 6.

I backtested several variations using different optimized momentum algorithms but settled on the
old simple 1 3 6 12 weighting which is similar to the old Fund X which has held up for many years.
This has held up decently on both GTR1 daily start backtests and AllocateSmartly's all day of month
start dates. But should warn this method has given lackluster results in bull markets.

Allocate Smartly's blog is a good source for comparing different TAA schemes including purley passive
and they include impact of transaction costs and alternative trading day results. (I have no connections
to Allocate Smartly)

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