This page shows the actual (NOT a back test) allocations of the tactical asset allocation portfolios that have been discussed on this site since I began trading the this approach in my live accounts. (November 30, 2010)
Automatic 7:
| Month | Symbol (Weight) | Return | Volatility | Growth of $1 | Drawdown |
| 12/2010 | VTI (50), VWO (50) | 7.3% | 8.9% | 1.073 | 0.0% |
| 1/2011 | VTI (50), DBC (50) | 2.8% | 10.9% | 1.103 | 0.0% |
| 2/2011 | VTI (50), DBC (50) | 3.9% | 10.5% | 1.146 | 0.0% |
| 3/2011 | VTI (50), DBC (50) | 1.5% | 14.5% | 1.163 | 0.0% |
| 4/2011 | VTI (50), DBC (50) | 3.7% | 11.2% | 1.206 | 0.0% |
| 5/2011 | DBC (50), VNQ (50) | -1.9% | 20.2% | 1.183 | 1.9% |
| 6/2011 | VNQ (50), VTI (50) | -2.5% | 17.3% | 1.154 | 4.4% |
| 7/2011 | VNQ (50), BND (50) | 1.6% | 9.9% | 1.172 | 2.8% |
| 8/2011 | IEF (150) | 6.9% | 19.2% | 1.253 | 0.0% |
| 9/2011 | IEF (146), GLD (37) | -0.9% | 20.5% | 1.242 | 0.9% |
| 10/2011 | IEF (200) | -2.7% | 21.4% | 1.209 | 3.6% |
| 11/2011 | IEF (115), GLD (25) | 1.0% | 9.1% | 1.221 | 2.6% |
| 12/2011 | IEF (55), GLD (18), IWM (50) | -0.6% | 13.2% | 1.214 | 3.2% |
| Month | Symbol (Weight) | Return | Volatility | Growth of $1 | Drawdown |
| 12/2010 | VTI (50), VWO (50) | 7.3% | 8.9% | 107.3% | 0.000 |
| 1/2011 | VTI (50), DBC (50) | 2.8% | 10.9% | 110.3% | 0.000 |
| 2/2011 | VTI (50), DBC (50) | 3.9% | 10.5% | 114.6% | 0.000 |
| 3/2011 | VTI (50), DBC (50) | 1.5% | 14.5% | 116.3% | 0.000 |
| 4/2011 | VTI (50), DBC (50) | 3.7% | 11.2% | 120.6% | 0.000 |
| 5/2011 | DBC (50), VNQ (50) | -1.9% | 20.2% | 118.3% | 0.019 |
| 6/2011 | VNQ (50), VTI (50) | -2.5% | 17.3% | 115.4% | 0.044 |
| 7/2011 | VNQ (50), BND (50) | 1.6% | 9.9% | 117.2% | 0.028 |
| 8/2011 | IEF (150) |
Interactive Brokers Tier I USD Margin Interest rate applied to leveraged portfolios (A7)
Mom and Pop, Benchmark comparisons and fancy charts (perhaps) coming soon…