Model Portfolios
Hypothetical multi-asset model portfolios for educational and research purposes. Risk-parity frameworks and diversified allocation approaches across global asset classes.
Systematic Model Portfolios
These model portfolios demonstrate systematic approaches to multi-asset allocation and portfolio construction. Based on institutional risk-parity frameworks and diversified investment strategies, they illustrate how different allocation methodologies behave across global markets. All results shown are hypothetical and do not represent actual trading or investment advice.
Model Portfolios
From open-source implementations to in-house strategies currently in walk-forward validation. All performance data is hypothetical.
J.P. Morgan Efficiente 5
Tracks J.P. Morgan's diversified multi-asset risk-parity index with systematic rebalancing and 5% volatility targeting across 13 global ETFs.
GTAA 5
Mebane Faber's Global Tactical Asset Allocation with trend-following using 10-month SMA signals across 5 major asset classes.
All Weather Strategy
Ray Dalio's risk parity portfolio calculator designed to perform well across all economic environments through balanced asset allocation.
MARS
Binary equity timing model. Switches between SPY and cash based on a composite of macroeconomic regime indicators. Daily signal updates.
AMRI
Second-generation regime detection model. Identifies macro regime shifts to time SPY/cash allocation with a different indicator set than MARS.
RAMEP
Multi-asset allocation across 13 global ETFs with quarterly rebalancing. Combines regime-aware weighting with volatility-based risk budgeting.
CEFI
Constrained efficient frontier optimization across 13 ETFs with annual rebalancing. Applies credit spread and volatility filters to adjust risk exposure.
ARIA
Rotates between SPY, QQQ, IWM, EFA and cash on a monthly basis. Allocation decisions are driven by FRED macroeconomic data.
DEMA
Multi-asset conviction-weighted allocation across 8 ETFs driven by European macroeconomic data. Continuous position sizing with monthly rebalancing.
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Discover our complete range of quantitative model portfolios across all categories.
All model portfolios shown are hypothetical and for educational and research purposes only. They do not constitute investment advice or a recommendation to buy or sell any securities. Past performance is not indicative of future results.