Hybrid Asset Allocation
Hybrid Asset Allocation (Keller 2022): a single canary (TIP) gates a 9-asset offensive universe ranked by 13612W composite momentum. When TIP shows positive 13612W momentum, hold the top 4 offensive tickers equal-weighted; otherwise rotate into the top 1 of the 2-asset defensive universe (IEF, BIL).
- Type: Tactical
- Frequency: monthly
- Asset classes: US Equity, International Equity, Emerging Markets, Treasuries, Bonds, REITs, Commodities
- Backtest window: 2007-01-11 to 2026-11-10
- 1Y
- -0.6%
- 3Y
- 24.7%
- CAGR
- 8.0%
- Max DD
- -11.6%
- Sharpe
- 0.91
Methodology
- Check TIP's 13612W momentum as the canary indicator.
- If TIP is positive, hold the top 4 offensive assets by 13612W.
- Otherwise hold the top 1 defensive of IEF/BIL by 13612W.
Source: Keller, W.J. Hybrid Asset Allocation
Headline backtest performance as of 2026-11-10.