Has anyone looked into Alpha Architect? They offer a robo advisor with active investing and downside protection, with monthly rebalances; and they also offer guidance and tools for doing things yourself. I'm considering following their DIY guidance, and also possibly going with their robo advisor.
From their site (
http://www.alphaarchitect.com/)
Downside protection considers absolute and trending performance rules:
Absolute Performance Rule: Time Series Momentum Rule (TMOM)
Excess return = total return over past 12 months less return of T-Bills
If Excess return >0, go long risky assets. Otherwise, go long alternative assets (T-Bills)
Trending Performance Rule: Simple Moving Average Rule (MA)
Moving Average (12) = average 12 month prices
If Current Price – Moving Average (12) > 0, go long risky assets. Otherwise, go long alternative assets (T-Bills).
If both rules are triggered: 100% cash (0% invested)
If one rule is triggered: 50% cash (50% invested)
If no rules are triggered: 0% cash (100% invested)
The Robust Asset Allocation (RAA) Solution:
http://blog.alphaarchitect.com/2014/12/02/the-robust-asset-allocation-raa-solution/Avoiding the Big Drawdown: Downside Protection Investment Strategies:
http://blog.alphaarchitect.com/2015/08/13/avoiding-the-big-drawdown-downside-protection-investment-strategies/
