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Strategy Library · Market Monitor

Every famous portfolio,
tracked live.

From Harry Browne's Permanent Portfolio to Keller's defensive-trigger models: what each strategy holds right now, how it's done this year, and how it survived every crash since the early 2000s. Same data, same rules, side by side.

YTD leader

Leveraged S&P 500 Buy & Hold (3x)

+34.5%

Tactical risk-on

Avg. equity-like exposure

71%

Playing defense

Tactical models <50% risk

7 / 24

Smoothest ride

Timed Permanent Portfolio

-7.6%max DD

Market Monitor

Prices through Sep 25, 2026 · click a column to sort · click a strategy for the full breakdown

CompareBlend builder

Risk vs. return

Every strategy, one chart

Full-backtest CAGR against volatility, colored by tier. Up and to the left is the goal: more return for less risk.

Dot size = max drawdown, the biggest gut-check each strategy has delivered. Click a tier in the legend to isolate it.

S&P 500 Buy & Hold →Classic 60/40 →

Six tiers, plus a cautionary tale

How the strategies differ

Tier 1

Static benchmarks

Fixed-weight portfolios rebalanced once a year. Nothing to watch, nothing to time. The yardsticks for everything else.

Tier 2

Trend filters

Static portfolios with a moving-average rule on each sleeve: stay in while it trends up, step aside to T-bills when it breaks down.

Tier 3

Relative momentum

Rank a menu of assets by recent performance and hold only the leaders, re-checked every month.

Tier 4

Risk-aware momentum

Momentum picks the assets; volatility and correlation decide how much of each to hold.

Tier 5

Crash protection

Trigger-asset and breadth signals move the whole portfolio defensive early. Powerful in backtests, but with many tuned parameters.

Higher overfitting risk: these models have many parameters chosen with hindsight. Expect live results to trail the backtest.

Tier 6

Ensembles & templates

Combine models or parameter choices so no single lookback or rule decides your fate.

Educational

Educational presets

Included to show what can go wrong. Not recommendations.

Educational only. These presets exist to illustrate risks such as leverage decay and whipsaw.

How these numbers are made

Every model is a configuration run by one shared engine on daily adjusted closes (dividends reinvested). Signals are taken at each month-end and traded at the next day's close, so nothing peeks ahead; holdings drift between rebalances. Static benchmarks rebalance each January; tactical models re-evaluate monthly, with uninvested money in T-bills. Each strategy page lets you change the execution delay, split trades into tranches, or swap T-bills for managed futures.

Where an ETF is younger than the backtest, an older fund tracking the same asset class is spliced in (for example EFA before VEA launched); each strategy page lists its proxies. Models marked “Verify” have published variants and are being checked against the original papers. Results ignore taxes, fees and slippage.