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Tactical asset allocation · Monthly

TAA Dashboard

Inspect strategy performance, current targets, and monthly target changes.
Prices through 04 Nov 2026
Dashboard built 2026-11-05 12:33 UTC

Choose a portfolio

Select a card to view its performance and allocation.

More strategies
Portfolio editor

Build your strategy blend

Set target weights that total 100%. The blend rebalances strategy sleeves monthly using their daily returns.

Selected: 0%

Auto-optimize scans 5% weight steps for the highest historical Sharpe using returns between rebalances across shared history. This is a historical fit, not a forecast. Strategy trading fees are included; transfers between strategy sleeves have no added cost.

Select strategies and set targets that total 100%.
Monthly email

Get your blend allocation

After the monthly update, receive what to hold and target changes versus the prior month. Confirm your email once; unsubscribe from any email.
Portfolio

CPM

Latest target allocation

Target changes vs. prior month

Action / assetPriorTargetChange

Changes are percentage points of portfolio target weight, not share quantities.

Cumulative return

TAA strategies compared with SPY and annually rebalanced 60/40

Rolling 3-month maximum drawdown

Worst peak-to-trough decline over the trailing 63 trading days

Performance summary

Same selected period and transaction-cost assumption for all portfolios

01 Aug 2008 – 04 Nov 2026 · 10 bps per side · Source prices are not included in this dashboard.