Current Portfolio (%)
Official Target is the latest completed month-end decision. Current Weight shows how that target has moved with markets since execution. Preview Target is provisional and applies to the next holding month only.
Decision Timing & Preview
Strategy Framework
Autonomous Dynamic Asset Allocation
Ensemble-Based Multi-Strategy Framework
Strategy Architecture
Signal Ensemble
- Diversified broad-market risk signals assess changing market conditions.
- Medium- and long-horizon momentum signals are evaluated alongside volatility and correlation measures.
- A short-horizon dual-momentum component is designed to capture accelerating trends.
Portfolio Construction & Risk Management
- Complementary momentum sub-strategies are combined within an ensemble allocation framework.
- A slow-moving allocation overlay helps reduce sensitivity to short-lived market reversals.
- The USD/KRW hedge ratio adjusts dynamically based on a standardized USD/KRW signal.
Data Sources
- Yahoo Finance — market and foreign-exchange data
- FRED — U.S. macroeconomic series
Research use. Backtested results are hypothetical, include the stated transaction-cost assumption and may differ from live implementation.
Performance Analytics
PRIMARY VIEW · DYNAMIC FX
Completed performance history through —
Performance period. This dashboard shows ADAA’s standalone completed performance record. A longer historical reconstruction using the current ADAA definition may be shown elsewhere for cross-system comparison; it is a separate research series.
Portfolio Target History (%)
Preview appears first when available and is excluded from realized performance. Official and historical target rows follow.