I am currently updating The Idea Farm backtester, which lets you test any buy and hold allocation back to the 1970s, now across over 37 assets. There is also the ability to test basic relative strength and trendfollowing strategies.
I’ve updated it through 2015, and thought about likewise updating the GAA book. I’ve included all of the sample allocations in the Excel sheet so that you can copy/paste the basics…and my question to you is, what allocations are missing or you would like to see? I’ll also be updating the old QTAA white paper soon so stay tuned!
60/40
Global 60/40
Risk Parity
All Seasons / All Weather
Permanent
Global Permanent
GMP
GAA
Arnott
Talmud
Marc Faber
Tobais
7Twelve
Bernstein
Ivy
El-Erian
Buffett
Swensen
Swedroe
Trinity 34% Trend
Trinity 50% Trend
Endowment w/ Alts
Harvard w/ Alts
Yale w/ Alts
Average Endowment w/ Alts
