Muscular Portfolios Mama Bear
Mama Bear (Muscular Portfolios, Livingston): rank the canonical 9-asset universe by 5-month total return each month and hold the top 3 equal-weighted, falling back to T-bills when no candidate has positive trailing return.
- Type: Tactical
- Frequency: monthly
- Asset classes: US Equity, International Equity, Emerging Markets, Treasuries, Gold, Commodities, REITs
- Backtest window: 2007-05-30 to 2026-11-10
- 1Y
- 9.1%
- 3Y
- 46.8%
- CAGR
- 11.5%
- Max DD
- -11.6%
- Sharpe
- 0.96
Methodology
- Rank 9 ETFs (VONE/VIOO/VEA/VWO/VNQ/PDBC/IAU/VGLT/SHV) by 5-month total return.
- Hold top 3 equal-weighted each month.
- Require positive trailing return; otherwise hold BIL.
Source: Brian Livingston Muscular Portfolios handout
Headline backtest performance as of 2026-11-10.