InvestLab ResearchStrategy explainerNo. 01 · Aug 2026

Balanced Trend-Filtered

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…

Stephane RenevierInvestLab · former multi-asset portfolio manager, London

Published: 5 Aug 2026
Updated: 14 Aug 2026
Reading time: 14 min

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How to cite

Renevier, S. (2026). Balanced Trend-Filtered. InvestLab Research, Strategy explainer No. 01, 5 August 2026. www.investlab.app/research/balanced-trend-filtered

For information and education only. Nothing here is investment advice. Backtested results are hypothetical and shown with their assumptions; past performance does not guarantee future returns.

Stephane Renevier

Runs InvestLab. Former multi-asset portfolio manager in London. The strategies written about here are tracked live on the platform.

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