The Adaptive Asset Allocation Report

A model-driven business cycle trend-following approach to investing




About the AAA Report

The Adaptive Asset Allocation (AAA) report is a model-driven business cycle trend following approach to investing. This report, from veteran market analyst Robin Griffiths and his partner Rashpal Sohan, aims to analyse financial markets through the lens of the business cycle.

Using their proprietary AAA Model, Robin and Rashpal rank a set of important assets to show the strongest assets showing leadership at each phase of the business cycle. Using their approach, Robin and Rashpal have managed to demonstrate how an Adaptive Asset Allocation approach can significantly compound wealth over the long term by both growing and protecting it during the good times and bad. The model is run monthly, and the performance of the model can be mirrored by using Exchange Traded Funds (ETFs) or Managed Funds.

This report is ideal for private investors who are interested in compounding their wealth over the long term using a portfolio of Assets.

About the Editors

Robin Griffiths - Editor

Robin Griffiths is Editor of The Adaptive Asset Allocation Report. Prior to this he was the Editor of the Dynamic Investment Trends Alert, a market newsletter for private investors published by Southbank Investment Research.

Robin has served as Head of Multi-Asset Research & Advisory at the ECU Group. He was previously Chief Technical Strategist at HSBC Investment Bank for 20 years, before becoming Head of Global Asset Allocation at Rathbones, and then a director and technical strategist for Cazenove Capital Management. Robin was a Partner of WI Carr and Head of Technical Analysis at Grieveson Grant.

Robin is a committee member and former chairman of the International Federation of Technical Analysts, and former chairman, now fellow, of the British Society of Technical Analysts. Robin has been a member of ECU’s Global Macro Team for over 20 years. Robin has won several Technical Analyst awards for his research.

Rashpal Sohan - Managing Editor

Rashpal Sohan is Managing Editor of The Adaptive Asset Allocation Report. Prior to this he was the Managing Editor of the Dynamic Investment Trends Alert, a model driven investment publication for private investors published by Southbank Investment Research.

Rashpal is a data scientist who has developed the model for The AAA report. He holds a keen interest in data driven insights using Visualisation and Machine Learning and holds a Masters in Data Science from City, University of London, with distinction. His dissertation was on the topic of a Risk-Based Dynamic Asset Allocation Strategy using Ensemble Machine Learning and was awarded the City University Computer Science Outstanding Project Prize. The underlying trend algorithm from his dissertation forms the basis of the AAA Model.

Rashpal has served as Senior Macro & Quantitative Strategist to the ECU Group, as well as Senior Asset Allocation Analyst for one of the UK's largest discretionary investment management firms, Rathbone Brothers. He has also won several Technical Analyst awards for his research.

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