Portfolio Tester

tactical allocation · dual momentum

The "ideal" portfolio

70% US equities · 30% commodities · adjusted once a month

Each month, the strategy looks at what is rising and keeps it: on the equity side, growth or value; on the commodity side, energy, metals or agriculture. When everything falls, it takes shelter in cash. A single move per month, at the close — ten minutes is enough.

The strategy publishes its signal every month — see the current signal →

25 years — through three bear marketsThe actual US ETFs since 2001, opening at the dot-com peak: 12.5% a year, worst drawdown −14% — versus 7.9%/−51% for the index.100 years — the logic, not the luckFama-French series, 1926–2025: the market's worst drawdown cut roughly in half, the return-to-drawdown ratio doubled.

All of it backtested, none of it promised — every number above links to the page that demonstrates it (figures on month-end closes). New here? Start with the Reading guide.

Try it yourself: pick a strategy below and run the simulation — you'll see its curve, its past performance and its current signal. The “70/30 Composite” is the reference strategy; the other rows let you compare.

Submit to run backtest.