60/40 Portfolio
Asset AllocationAllocation
Classic 60% stocks 40% bonds
Source: Public
Acquirer's Multiple (Tobias Carlisle)
ValueDeep Value
Lowest decile EV/operating earnings
Source: Carlisle
Activist Investor Tracking
Special SitEvent
Long stocks where activists file 13D
Source: Public
All Weather (Bridgewater)
Asset AllocationAllocation
Risk-balanced for all regimes
Source: Ray Dalio
Asset Reproduction Value
ValueValue
Long below asset reproduction value
Source: Greenwald
BDC Strategy
IncomeIncome
Long Business Development Companies
Source: Public
Bankruptcy / Chapter 11 Trade
Special SitDistressed
Buy distressed claims through bankruptcy
Source: Howard Marks
Bill Miller Growth Value Hybrid
GrowthHybrid
Growth with value catalysts
Source: Bill Miller
Bogleheads 3-Fund
Asset AllocationAllocation
Total US + Intl + Bond ETFs
Source: Bogleheads
Buffett-style Quality at Reasonable Price
ValueQuality
Wonderful company at fair price; long-term hold
Source: Warren Buffett
Buy When Blood in Streets
BehavioralMean Revert
Buy in crisis (Rothschild)
Source: Public
Buyback Announcement Trade
Special SitEvent
Long stocks announcing big buybacks
Source: Public
Capital Structure Arbitrage
Special SitArb
Trade across cap structure
Source: Hedge funds
Cash Tender Offer Arb
Special SitArb
Long stock vs tender price
Source: Public
Cathie Wood Disruptive Innovation
GrowthGrowth
High-growth disruptive tech themes
Source: Cathie Wood / ARK
Closed-End Fund Discount
IncomeValue
Buy CEFs trading at deep discount
Source: Public
Coffeehouse Portfolio
Asset AllocationAllocation
Equal-weight 7 asset ETFs
Source: Schultheis
Contrarian Investing
BehavioralMean Revert
Buy what crowd hates
Source: Templeton
Convertible Arbitrage
Special SitArb
Long converts short underlying delta-hedge
Source: Hedge funds
Couch Potato Portfolio
Asset AllocationAllocation
Equal weight stock + bond ETF
Source: Scott Burns
Daniel Kahneman Behavioral Reversal
ValueBehavioral
Long losers due to overreaction
Source: DeBondt-Thaler
Defensive Momentum (Vol-Targeted)
MacroMomentum
Vol-target momentum
Source: Quant
Direct Indexing
IndexIndex
Hold individual stocks for tax harvesting
Source: Public
Distressed Debt for Control
Special SitDistressed
Buy distressed debt to convert to equity
Source: Distressed funds
Dividend Aristocrats
IncomeDividend
Long stocks with 25+ years of div growth
Source: SP500 Aristocrats
Dividend Kings
IncomeDividend
Long stocks with 50+ years of div growth
Source: Public
Dogs of the Dow
IncomeValue
Buy top 10 div-yielding Dow stocks each year
Source: O'Higgins
Dual Momentum (Antonacci)
MacroMomentum
Combine relative + absolute momentum
Source: Antonacci
Edwards-Magee TA
GrowthTA
Trend trading via classic technical analysis
Source: Edwards-Magee
Endowment Model (Yale)
Asset AllocationAllocation
Heavy alternatives + global
Source: David Swensen
Equal-Weighted Index
IndexIndex
Hold RSP equal-weighted SP500
Source: Public
Fundamental Indexing
IndexSmart Beta
Weight by fundamentals not market cap
Source: Arnott (RAFI)
Global Tactical Asset Allocation
MacroMacro
Tactical shifts based on macro
Source: Faber
Going Private (LBO Arb)
Special SitArb
Buy at LBO price below offer
Source: Public
Golden Butterfly Portfolio
Asset AllocationAllocation
5-asset balanced portfolio
Source: Tyler Portfolio Charts
Graham Defensive Investor
ValueValue
7 quantitative criteria for safety
Source: Graham
Graham Enterprising Investor
ValueValue
Looser criteria with research
Source: Graham
Graham Net-Net (NCAV)
ValueDeep Value
Buy stocks below 2/3 of net current asset value
Source: Benjamin Graham
Greenwald Earnings Power Value
ValueValue
Buy below sustainable EPV
Source: Greenwald
High Dividend Yield Strategy
IncomeIncome
Long top quintile div yield
Source: Public
Howard Marks Distressed Debt
ValueDistressed
Buy debt of distressed companies
Source: Howard Marks
IBD CANSLIM
GrowthGrowth
Composite of growth + technical criteria
Source: William O'Neil
Index Add/Delete (S&P/Russell)
Special SitEvent
Long adds short deletes
Source: Public
Insider Buying Cluster
Special SitEvent
Long where multiple insiders buying
Source: Lakonishok
Investors Intelligence Survey
BehavioralSentiment
Counter-trade extremes
Source: II
Ivy Portfolio (Faber)
Asset AllocationAllocation
US/Intl/Bonds/REIT/Commodities trend filter
Source: Meb Faber
Klarman Margin of Safety
ValueValue
Buy with significant margin of safety
Source: Seth Klarman
Lakonishok Value (3-year)
ValueValue
Long-horizon value rotation
Source: Lakonishok-Shleifer-Vishny
Larry Swedroe LWD Portfolio
Asset AllocationAllocation
Larry Wisdom Diversification portfolio
Source: Swedroe
Lifecycle / Target Date
Asset AllocationAllocation
Equity glides down with age
Source: Vanguard
Liquidation Investing
Special SitEvent
Buy below liquidation value
Source: Graham
Liquidation Value Investing
ValueValue
Buy below liquidation value
Source: Graham
Litigation Trade
Special SitEvent
Trade pending litigation outcomes
Source: Public
Lynch '6 Categories of Stocks'
GrowthGrowth
Slow-growers/Stalwarts/Fast-growers/Cyclicals/Turnarounds/Asset Plays
Source: Lynch
MLP Income Strategy
IncomeIncome
Long pipeline MLPs for income
Source: Public
Magic Formula (Greenblatt)
ValueQuant Value
Rank by Earnings Yield + Return on Capital
Source: Joel Greenblatt
Mark Minervini SEPA
GrowthGrowth
Trend template + VCP setup
Source: Minervini
Merger Arbitrage
Special SitArb
Long target short acquirer
Source: Hedge funds
Mohnish Pabrai Dhandho
ValueValue
Concentrated low-risk high-return bets
Source: Pabrai
Munger Quality at Reasonable Price
ValueQuality
Buy great companies at fair prices
Source: Munger
Overreaction Strategy (DeBondt-Thaler)
BehavioralMean Revert
Long 3-5y losers
Source: DeBondt-Thaler
Patent Cliff Trade
Special SitEvent
Short ahead of patent cliff
Source: Public
Permanent Portfolio (Browne)
Asset AllocationAllocation
25% each: stocks bonds gold cash
Source: Harry Browne
Peter Lynch GARP
GrowthGrowth
Growth At Reasonable Price; PEG ratio
Source: Peter Lynch
Phil Fisher Scuttlebutt Method
GrowthGrowth
Qualitative deep research on companies
Source: Fisher
Piotroski F-Score
ValueQuality Value
Long high F-score value stocks
Source: Piotroski
Post-Bankruptcy Equity
Special SitEvent
Buy newly emerged post-Ch11 equity
Source: Greenblatt
Preferred Stock Strategy
IncomeIncome
Long preferred shares for yield
Source: Public
Put/Call Ratio Extreme
BehavioralMean Revert
Counter-trade extreme P/C ratio
Source: Public
REIT Income Strategy
IncomeIncome
Long REIT basket for income
Source: Public
Recapitalization Trade
Special SitEvent
Trade post-recap special dividend
Source: Public
Reverse Merger
Special SitEvent
Trade reverse merger announcements
Source: Public
Rights Offering
Special SitEvent
Trade rights offering arb
Source: Public
Risk Parity
Asset AllocationAllocation
Equal vol contribution per asset
Source: Bridgewater
Risk-On / Risk-Off Switching
MacroMacro
Switch between risk-on and risk-off baskets
Source: Public
SP500 Index Fund
IndexIndex
Hold SPY/VOO
Source: Bogle
SPAC Pre-Deal
Special SitEvent
Buy SPACs near trust value
Source: Public
SPAC Redemption Arb
Special SitArb
Buy SPAC + redeem if deal bad
Source: Public
SPAC Warrants
Special SitEvent
Trade SPAC warrants on deal news
Source: Public
Saul Centers (Saul Investing)
GrowthGrowth
Long high-quality momentum names
Source: Saul Rosenthal forum
Sentiment Indicator (AAII)
BehavioralMean Revert
Counter-trade extreme retail sentiment
Source: AAII
Small Dogs / Puppies of Dow
IncomeValue
Buy 5 lowest-priced of Dogs of Dow
Source: O'Higgins
Smart Beta Multi-Factor ETF
IndexSmart Beta
Hold smart beta multi-factor ETFs
Source: Public
Spin-Off Investing
Special SitEvent
Long spin-offs ignored by index funds
Source: Greenblatt
Stan Weinstein Stage Analysis
GrowthTrend
Buy in Stage 2 only
Source: Weinstein
Strategic Asset Allocation
Asset AllocationAllocation
Static long-term weights
Source: Public
Stub Stocks (Greenblatt)
Special SitEvent
Buy parent after spinoff to capture stub
Source: Greenblatt
T. Rowe Price (Founder)
GrowthGrowth
Long-term quality growth
Source: T. Rowe Price
Tactical Asset Allocation
Asset AllocationAllocation
Add trend filter on top of strategic allocation
Source: Public
Templeton Bargain Hunter
ValueValue
Buy at point of maximum pessimism
Source: John Templeton
Time-Series Momentum (12m)
MacroMomentum
Sign of 12m return
Source: Moskowitz
Total Stock Market Index Fund
IndexIndex
Hold VTI/VTSAX
Source: Bogle
Tracking Stocks
Special SitEvent
Trade tracking stock vs underlying
Source: Greenblatt
Trend Plus Carry
MacroRisk Premium
Combine trend + carry risk premia
Source: Asness/AQR
Trend-Following Multi-Asset (Meb Faber)
MacroTrend
Hold above 10-month MA exit below
Source: Faber
Tweedy Browne Net Cash Anomaly
ValueValue
Buy stocks with net cash > market cap
Source: Tweedy Browne
VIX Spike Defensive
MacroDefensive
Move defensive on VIX spike
Source: Public
Walter Schloss Diversified Net-Net
ValueDeep Value
Diversified portfolio of net-nets
Source: Walter Schloss
Whitman 'Safe and Cheap'
ValueValue
Strong balance sheet + cheap
Source: Marty Whitman
Yield Curve Recession Indicator
MacroMacro
Reduce equity on yield curve inversion
Source: Harvey
An encyclopedia of publicly documented strategies for education. YCAI does not recommend, endorse, or trade any of these. Not investment advice.