Category: What works

TAA and the 2022 Bear

TAA and the 2022 Bear

Today’s post looks at a review by Allocate Smartly of how well Tactical Asset Allocation worked during the 2022 Bear market.

Dirty portfolios

Dirty Portfolios – Mount Lucas

Today’s post looks at an article from last year on the Mount Lucas blog about adding Managed Futures to Lazy Portfolios, to form what Mount Lucas calls Dirty Portfolios.

The Case Against Value

The Case Against Value

Today’s post looks at a series of articles from Validea Capital on whether value stocks will do as well in the future as they have in the past.