Strategy explainers
August 5, 202614 min read
Balanced Trend-Filtered
By Stephane Renevier
This research note is part of full access
A fixed, equal-weight balanced portfolio of six asset-class ETFs — with one overlay: each month it switches any sleeve whose own trend has turned down into cash, and switches it back on when the trend recovers. The point isn't to beat stocks — it's closer to insurance: you ride…
For information and education only — nothing here is investment advice. Backtested and live results are shown with their assumptions; past performance does not guarantee future returns.