DIY Asset Allocation Weights: October 2015

DIY Asset Allocation Weights: October 2015

October 6, 2015 Tool Updates
Print Friendly
(Last Updated On: October 5, 2015)

Do-It-Yourself tactical asset allocation weights are posted.

Create a free account here if you want to access the site directly. Sign in here if you already have a free account.

Robust Asset Allocation_October
The results are hypothetical results and are NOT an indicator of future results and do NOT represent returns that any investor actually attained. Indexes are unmanaged, do not reflect management or trading fees, and one cannot invest directly in an index. Additional information regarding the construction of these results is available upon request.

Exposure Highlights:

  • No equity exposure!
  • Hold cash and wait for the trend to become our friend

Learn more about our tactical asset allocation system here, or pick up a copy of our new book, DIY Financial Advisor.

Note: This site provides NO information on our value investing ETFs or our momentum investing ETFs. Please refer to this site.

Join thousands of other readers and subscribe to our blog.

Please remember that past performance is not an indicator of future results. Please read our full disclosures. The views and opinions expressed herein are those of the author and do not necessarily reflect the views of Alpha Architect, its affiliates or its employees. This material has been provided to you solely for information and educational purposes and does not constitute an offer or solicitation of an offer or any advice or recommendation to purchase any securities or other financial instruments and may not be construed as such. The factual information set forth herein has been obtained or derived from sources believed by the author and Alpha Architect to be reliable but it is not necessarily all-inclusive and is not guaranteed as to its accuracy and is not to be regarded as a representation or warranty, express or implied, as to the information’s accuracy or completeness, nor should the attached information serve as the basis of any investment decision. No part of this material may be reproduced in any form, or referred to in any other publication, without express written permission from Alpha Architect.

Definitions of common statistics used in our analysis are available here (towards the bottom)

About the Author

Tian Yao

Prior to joining the Alpha Architect team, Ms. Yao was a Research Assistant to Dr. Gray. She studied quantitative models and summarized over 200 academic articles on psychology and behavioral finance. Her prior experience includes work as a financial analyst at United Asset Growth (China) LLC, and as a business development intern for Shanghai Pudong Development Bank. Tian earned a Masters in Finance at Drexel University. She earned her Bachelors degree in Finance at Nanjing Normal University, China.

  • Raffi

    Hi Tian/Alpha Architect. I recently purchased and read DIY Financial Advisor, and I’m a big fan of the Ultimate DIY portfolio. I have two questions that relate to how the strategy is carried out.

    First, it says that the risk-management strategy (ROBUST) should be applied on a monthly basis. Does this mean that we should only review the Moving Average tests once a month? If that was the case, it seems like there could be a big risk of not going to cash if there was a major downturn at the beginning of that month. Or, does it mean the Moving Average tests should use monthly data and not daily data?

    Second, should the ROBUST be used on all asset classes when utilizing the Ultimate DIY portfolio? I.e., should the ROBUST strategy be used only for equities, or should be used for all assets (equities, bonds, real assets) and their sub assets (domestic, international, REITS, and commodities)?

    Thanks for all your help!