Tactical Permanent
Permanent Portfolio overlay that replaces negative-momentum sleeves with cash.
- Type: Tactical
- Frequency: monthly
- Asset classes: US Equity, Treasuries, Gold, Cash
- Backtest window: 2007-05-30 to 2026-08-06
- 1Y
- 11.4%
- 3Y
- 40.7%
- CAGR
- 7.8%
- Max DD
- -6.5%
- Sharpe
- 0.63
Methodology
- Start from a 25/25/25/25 mix of SPY, TLT, GLD, and BIL.
- If SPY, TLT, or GLD has negative 12-month momentum, move that sleeve to BIL.
Source: ReSolve Asset Management. Permanent Portfolio Shakedown Part II
Headline backtest performance as of 2026-08-06.