Example of allocation back-tested with the Portfolio Builder app :
- 45% of Permanent Portfolio (PP) of Harry Browne
- 30% of Global Balanced Momentum (GBM) of Gary Antonacci
- 25% of Vigilant Asset Allocation (VAA-4/1) of Wouter Keller and JW Keuning
Allocation to each strategy is based on their respective volatility, which stands at PP (7.5%), GBM (10%) and VAA (12%). The lower the volatility the higher the allocation.
How to use the Portfolio Builder App : YouTube demonstration 😃
Back-test from 11/1992 to 02/2020
(updated on March 1st, 2020)