DIY Asset Allocation Weights: May 2016

DIY Asset Allocation Weights: May 2016

May 3, 2016 Tool Updates, Uncategorized
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(Last Updated On: January 1, 2017)

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

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DIY Asset Allocation Weights_May 2016

Exposure Highlights:

  • Full exposure to domestic equities.
  • Full exposure to long-term bonds.
  • Full exposure to REITs.
  • Half exposure to commodities.
  • No exposure to international equities.

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.


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Please remember that past performance is not an indicator of future results. Please read our full disclaimer. 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.


  • Greg Player

    Hi, I just finished reading your book, DIY Financial Advisor. Nice quick read. I’ve now spent a lot of time on your site reading a lot of what you have to offer. I have a couple of questions for you.

    Did you ever publish or show results for the IVY 5 with BOTH MA and TMOM? I think that would be interesting to look at.

    Do you track out of sample results for the portfolio? I would like to see all of the information since you first published this at the end of 2014 data.

    Also, in your book you mention that you would disclose the ETFs and ETNs to run the DIY strategy, but that was left out.
    In particular, interested in knowing how to do the momentum commodities and real estate. Even if it is about getting individual securities, I’d like information on sources of the data and how to make the selections for real estate and commodities. If you can’t publish this in the blog, then please email me. Or hopefully some faithful readers can chime in.

    Thank you for your service and all the information you provide for the individual investor. This is exactly what investing should be.

  • Greg, have you checked out our tools?
    http://www.alphaarchitect.com/tools
    I think you sent us a note so we can get you specifics offline

  • Greg Player

    Thank you for asking, yes I have checked out the tools section -very addictive playing with asset allocations!. spending a lot of time there, which is what has prompted a lot of the questions I have. Trying to find an investable universe of options. Look forward to your reply.