My solution to this is to run my own hedge fund: https://www.quantopian.com/posts/meb-fabers-global-tactical-asset-allocation-gtaa-strategy
I’m not sophisticated about it. I just chose a common strategy that tries to match the returns of buy & hold without the big drawdowns and high volatility. Someone had already written the code I needed. I really was surprised how easy it was to set it all up. But, I don’t know if I would have pulled the trigger if I weren’t a programmer. It was important to me that I understand what the algorithm is doing.
