This online tool allows you to test different market timing and tactical asset allocation models based on moving averages, momentum, the Shiller PE ratio (PE10) and target volatility.
Shiller PE Ratio (PE10) market valuation based dynamic allocation between stocks and bonds
PE10 >= 22 - 40% stocks, 60% bonds
14 <= PE10 < 22 - 60% stocks, 40% bonds
PE10 < 14 - 80% stocks, 20% bonds
Moving averages based timing against a specific stock, ETF, mutual fund or index
Buy when end-of-month price is greater than the moving average or when two moving averages cross
Sell when end-of-month price is less than the moving average or when two moving averages cross
Moving averages based timing for portfolio components
Invest in a portfolio asset when end-of-month price is greater than the moving average
Move a portfolio asset to cash when end-of-month price is less than the moving average
Momentum based relative strength model that invests in the best performing assets in the model
Use single timing window period or multiple weighted timing periods
Adjust for volatility either as inverse scaling factor or as a negative ranking factor
Use moving averages as a risk control to decide whether investments should be moved to cash
Dual momentum based timing model
Use relative momentum to select best performing model asset
Use absolute momentum to as a filter to invest in fixed income if the excess return of the selected asset is negative
Target volatility based timing model
Adjust the market exposure of the portfolio based on realized historic volatility and the given volatility target