{"url":"https://etfiq.com/models/strategies/protective-allocation/","section":"models","title":"Protective allocation: Rules and Paper Record | ETFIQ","description":"Protective allocation: the rule, what it holds at the Nov 3, 2026 close, its signal and its paper record. A hypothetical ETF strategy.","as_of":"Nov 3, 2026","structured_data":[{"@type":"WebPage","@id":"https://etfiq.com/models/strategies/protective-allocation/#page","name":"Protective allocation: Rules and Paper Record","url":"https://etfiq.com/models/strategies/protective-allocation/","description":"At the Nov 3, 2026 close Protective allocation is partly in and holds IEF 83%, QQQ 3%, SPY 3% and 4 more. Hypothetical back-test since 2010: +6.8% a year against AOR\u2019s +7.6%, deepest fall \u221220.3%.","dateModified":"2026-11-03","isPartOf":{"@id":"https://etfiq.com/models/strategies/#page"},"publisher":{"@id":"https://etfiq.com/#org"}},{"@type":"BreadcrumbList","itemListElement":[{"@type":"ListItem","position":1,"name":"ETFIQ","item":"https://etfiq.com/"},{"@type":"ListItem","position":2,"name":"ETF Models","item":"https://etfiq.com/models/"},{"@type":"ListItem","position":3,"name":"Strategy Lab","item":"https://etfiq.com/models/strategies/"},{"@type":"ListItem","position":4,"name":"Protective allocation","item":"https://etfiq.com/models/strategies/protective-allocation/"}]},{"@type":"WebPage","name":"Protective allocation: Rules and Paper Record","description":"Protective allocation: the rule, what it holds at the Nov 3, 2026 close, its signal and its paper record. A hypothetical ETF strategy.","url":"https://etfiq.com/models/strategies/protective-allocation/","dateModified":"2026-11-03","isPartOf":{"@type":"WebSite","name":"ETFIQ","url":"https://etfiq.com"},"speakable":{"@type":"SpeakableSpecification","cssSelector":[".lede"]},"publisher":{"@id":"https://etfiq.com/#org"}}],"characters":2185,"truncated":false,"content":"ETFIQ / ETF Models / Strategy Lab / Protective allocation \n \n Data as of Nov 3, 2026. Rebuilt every trading night.\n Protective allocation\n Hold the six strongest of twelve assets. When fewer than half are rising, move the rest to Treasuries.\n At the Nov 3, 2026 close Protective allocation is partly in and holds IEF 83%, QQQ 3%, SPY 3% and 4 more. Hypothetical back-test since 2010: +6.8% a year against AOR\u2019s +7.6%, deepest fall \u221220.3%.\n Hypothetical. No money is invested.\n What it holds at the Nov 3, 2026 close Fund Name Weight \n IEF iShares 7-10 Year Treasury Bond ETF 83.3% \n QQQ Invesco QQQ Trust, Series 1 2.8% \n SPY SPDR S&P 500 ETF Trust 2.8% \n GSG iShares GSCI Commodity-Indexed Trust Fund 2.8% \n IWM iShares Russell 2000 ETF 2.8% \n EWJ iShares MSCI Japan ETF 2.8% \n VGK Vanguard FTSE Europe ETF 2.8% \n The rule\n Hold the six strongest of twelve assets. When fewer than half are rising, move the rest to Treasuries.\n A rule reads the close of the last trading day of the month and trades at the next close.\n The universe is 13 funds; the benchmark is iShares Core 60/40 Balanced Allocation ETF (AOR).\n It is checked at each month end.\n Source: Keller, W. J. and Keuning, J. W. (2016). Protective Asset Allocation (PAA): A Simple Momentum-Based Alternative for Term Deposits. SSRN 2759734.\n Computed by ETFIQ from Tiingo daily prices. Data sourced by Tiingo .\n Where to next\n Compare strategies Build your own How we test All strategies Investment committee \n Cite this page. ETFIQ, ETFIQ Strategy Lab, Protective allocation, data as of Nov 3, 2026. https://etfiq.com/models/strategies/protective-allocation/ Free to use with attribution for data ETFIQ computes; issuer data stays under its owner's terms. The underlying files are at Open data .\n Other forms Plain ETFIQ, ETFIQ Strategy Lab, Protective allocation, data as of Nov 3, 2026. https://etfiq.com/models/strategies/protective-allocation/ APA ETFIQ. (Nov 3, 2026). ETFIQ Strategy Lab, Protective allocation. Retrieved from https://etfiq.com/models/strategies/protective-allocation/ Markdown [ETFIQ Strategy Lab, Protective allocation (ETFIQ, Nov 3, 2026)](https://etfiq.com/models/strategies/protective-allocation/)","source":"ETFIQ, independent ETF data. Recomputed nightly from public filings and prices.","publisher":{"@id":"https://etfiq.com/#org","name":"ETFIQ","url":"https://etfiq.com"},"license":"https://etfiq.com/license/","license_text":"Data ETFIQ computes is free to use with attribution: ETFIQ (etfiq.com). Issuer data stays under its owner's terms.","citation":"ETFIQ Strategy Lab, Protective allocation, data as of Nov 3, 2026. https://etfiq.com/models/strategies/protective-allocation/"}