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Tag Archives: TAA bond
Just a quick post today on the TAA bond strategy that I’ve posted on and keep track of here. Starting yesterday, the strategy is on AllocateSmartly. See the blog post discussing the details of the strategy and it’s historical performance. A few important items that I’d like to highlight follow. First, the strategy is slightly different from the original that I posted here. The details are in the AllocateSmartly blog post. The ETFs are slightly different, the absolute momentum filter is applied against T-bills instead of using zero like I did, and the backtest results are much more robust. The … Continue reading