Adaptive

Adaptive Allocation A (t.aaaa) ranks 9 ETFs (DBC, EFA, EEM, GLD, TLT, SPY, QQQ, IYR, IWM) based on total return over the past month. Then the algorithm picks the top 5 ETFs. Then it chooses a weight (percentage allocation) for each of the chosen 5 ETFs in such a way that the overall portfolio's volatility is minimized using a minimum variance algorithm based on standard deviation.