Tactfolio Defensive Trend

A monthly rules-based allocation strategy by @tactfolio using VTI, BIL, TLT, IEF, and 2 more.

A defensive mix from the Tactfolio Research Lab. It starts from the five All Seasons weights (30% US stocks, 40% long Treasuries, 15% intermediate Treasuries, 7.5% gold and 7.5% commodities) and checks each one at every month end: a holding above its 10-month average stays, and one below it moves to Treasury bills until it recovers. It aims for small drawdowns, so expect it to trail stocks in strong markets. We designed it on 2008 to 2018 and tested it unchanged on 2019 onward. Its live record starts on the date of version 1.

Version 1, published November 3, 2026. 0 stars, 0 copies.

Rules

Weight: Specified
- If: current price of VTI is above 10-month moving average of month-end closes of VTI
  - Then:
    - Weight: Equal
      - VTI
  - Otherwise:
    - Weight: Equal
      - BIL
- If: current price of TLT is above 10-month moving average of month-end closes of TLT
  - Then:
    - Weight: Equal
      - TLT
  - Otherwise:
    - Weight: Equal
      - BIL
- If: current price of IEF is above 10-month moving average of month-end closes of IEF
  - Then:
    - Weight: Equal
      - IEF
  - Otherwise:
    - Weight: Equal
      - BIL
- If: current price of GLD is above 10-month moving average of month-end closes of GLD
  - Then:
    - Weight: Equal
      - GLD
  - Otherwise:
    - Weight: Equal
      - BIL
- If: current price of DBC is above 10-month moving average of month-end closes of DBC
  - Then:
    - Weight: Equal
      - DBC
  - Otherwise:
    - Weight: Equal
      - BIL

Backtest results are hypothetical and not investment advice.