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TuringTrader’s All-Stars Weekly


  • Objective: balanced growth
  • Type: meta-portfolio
  • Invests in: individual stocks, ETFs tracking stocks, bonds, commodities
  • Rebalancing schedule: weekly w/ possible daily exit
  • Taxation: 75% short-term capital gains
  • Minimum account size: $100,000

TuringTrader’s All-Stars Weekly aims to continually beat the balanced 60/40 benchmark while striking a healthy balance between smooth returns and reduced maintenance effort. The meta-portfolio achieves its objective by combining proprietary momentum and mean-variance optimization strategies with a leveraged and bond-heavy all-seasons style portfolio, resulting in additional diversification benefits. Additionally, with a weekly rebalancing schedule, All-Stars Weekly has moderate maintenance requirements that can fit into a busy lifestyle. The portfolio is perfect for investors seeking balanced growth for larger accounts.


This table shows the portfolio’s key performance metrics over the course of the simulation:

The following chart shows the portfolio’s historical performance and drawdowns, compared to their benchmark, throughout the simulation:

This chart shows the portfolio’s annual returns:

The following charts show the Monte-Carlo simulation of returns and drawdowns, the portfolios 12-months rolling returns, and how the portfolio is tracking to its benchmark:

Asset Allocation

The portfolio last required rebalancing after the exchanges closed on @last-rebal@. Due to fluctuations in asset prices, the exact allocations vary daily, even when no rebalancing occurred. The current asset allocation is as follows:

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Strategy Rules

The operation of All-Stars Weekly can be summarized as follows:

By combining three portfolios, All-Stars Weekly diversifies across investment styles. As a result, the meta-portfolio achieves higher risk-adjusted returns than its individual components.


All-Stars Weekly combines momentum and mean-variance optimization strategies with a bond-heavy all-seasons style strategy. The resulting meta-portfolio diversifies across multiple trading styles, asset classes, and markets.

All-Stars Weekly achieves a very low concentration risk through its broad diversification and copes with a wide range of market conditions. The successful diversification manifests itself in low portfolio volatility and a portfolio beta of approximately 0.3.

Returns & Volatility

All-Stars Weekly handily beats the 60/40 benchmark in most years with only brief periods of underperformance. As a result, the meta-portfolio steadily expands its lead over the benchmark. Further, the strategy beats the S&P 500 by a wide margin when contemplating the entire economic cycle.

Overall, All-Stars Weekly delivers smooth and steady returns at very low volatility. The Monte-Carlo simulation confirms these claims of a massive upside and a much-reduced risk compared to the 60/40 benchmark.

Account & Tax Considerations

All-Stars Weekly trades frequently and regularly triggers taxable events. Of the portfolio’s three component strategies, only Rain or Shine often holds assets long enough to qualify for long-term taxation of capital gains. The other two components will almost always lead to short-term capital gains. Consequently, the strategy works best in tax-deferred accounts. However, because of All-Stars Weekly‘s solid upside, the portfolio still provides value in taxable accounts.

The strategy’s weekly rebalancing schedule not only reduces maintenance efforts but also addresses potential issues with T+2 accounts. To allow for proper position sizing, especially of the potentially expensive individual stock components, All-Stars Weekly requires a minimum account size of $100,000.