Research method
Asset allocation
Asset allocation is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Market-regime classification
- Input
- Cross-market prices, volatility, carry and portfolio weights
- Horizon
- Weeks to months
- Best use
- Put a single trade into a diversified or regime-aware context.
- Input: Cross-market prices, volatility, carry and portfolio weights.
- Output: market-regime.
- Use boundary: Put a single trade into a diversified or regime-aware context.
The graph3
How the method is built, and where it has been read
Depends on
Often reviewed together
Market regime classification4 readings
Often reviewed together
Index proxy comparison6 readings
Often reviewed together
Diversification12 readings
Read in the archive24 of 55 readings
1990Stress-testing a futures sleeve across equity regimes1990Staged sleeves from one equity forecast1990Score a trade after allocation, diversification, and a drawdown limit1991Evaluating allocation sleeves against an index proxy1992Country regime inside global allocation and index proxies1993A three-sleeve regime map for equities, rates, and futures1994Late-cycle breadth as an allocation exam1994Evaluating a Coppock-style rate of change as a bottom-regime filter1994Alpha screening and regime-aware portfolio construction1994Ratio MACD crossover as a portfolio weight filter1994Relative valuation as regime context for fund allocation1995Sizing a trend futures sleeve in a 1995 policy shift1996A 1990s case on liquidity cycles, rank rotation, and cross-market sleeves1996Regime-aware allocation beyond a single equity trend1997Regime-aware allocation versus binary timing1998Evaluating a binary relative-strength allocation1998Hedge-fund sleeves under a hard drawdown limit1999Regime-gated allocation with bounded index leverage2001Equal-weight pictures, rank rotation, and regime-aware allocation2001Building custom stock baskets with weights and averaging2002A capital-preservation case for index-proxy allocation2002Precious metals as portfolio insurance in uncertain regimes2005Index-etf-core weights, a growth-index-clock, and an implementation-cost-ledger2005Listed index baskets as allocation sleeves
This registry entry describes a research method. It is not investment advice and does not make a performance claim.