Strategy
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Vigilant Asset Allocation (VAA): 11% CAGR — Does It Beat SPY?
Welcome to Avalon QuantBrief, where we dissect high-performing quantitative strategies for modern markets. Today, we explore the celebrated Vigilant Asset Allocation (VAA) framework and introduce our own adapted version designed…
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Trend Following: 12% CAGR — Does It Beat SPY?
Welcome back to Avalon QuantBrief, where we dissect institutional-grade quantitative strategies for the modern retail trader. Today, we are exploring an asymmetric trend-following system inspired by a landmark 2019 framework…
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Protective Asset Allocation (PAA) + Regime Switching: 35% CAGR — Full Backtest Results
Welcome back to Avalon QuantBrief, where we backtest and optimize institutional-grade quantitative strategies for the modern retail investor. Today, we are exploring a powerful combination of Protective Asset Allocation (PAA)…
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Leveraged ETF Rotation: 18% CAGR — Does It Beat SPY?
Welcome back to Avalon QuantBrief, where we dissect high-performing quantitative strategies for modern markets. Today, we are backtesting and optimizing one of the most famous momentum frameworks in finance: Frank…
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Dual Momentum (Relative + Absolute): 50% CAGR — Full Backtest Results
Welcome back to Avalon QuantBrief, where we put classic quantitative strategies to the ultimate modern test. Today, we are supercharging Gary Antonacci’s legendary Dual Momentum framework by introducing leverage, accelerated…
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Vigilant Asset Allocation (VAA): 10% CAGR — Does It Beat SPY?
Welcome back to Avalon QuantBrief, where we dissect high-performance quantitative strategies to help you navigate volatile markets. Today, we are exploring Vigilant Asset Allocation (VAA), a famous momentum framework published…
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Industry Momentum and Tactical Asset Allocation: 24% CAGR — Does It Beat SPY?
Welcome back to Avalon QuantBrief, where we put legendary quantitative frameworks to the test against modern market realities. Today, we are exploring a powerful dual-force model that combines Jegadeesh and…