Welcome back

Welcome back to Harlyn Research. As a registered user, you can click on the products page to browse the performance and specifications of our multi-asset and global equity models. For now, you can see the up to date KPIs and the historic weightings. In due course, portfolio weights within the past 12 months will be limited to subscribers.

Tactical asset allocation systems

Harlyn Research designs tactical asset allocation systems for professional investors. We work with institutions, wealth managers, and private banks to create high-performance, low-risk investment strategies.

Extensive back-testing shows that our approach generates superior long-run returns, in absolute and risk-adjusted terms. The approach is also designed to produce shorter and smaller drawdowns, when markets fall.

All the models shown on this website are long-only and do not use leverage or hedging strategies.

Probability-based approach

We use a probability-based approach to asset allocation, which aims to deliver the best available return per unit of risk at each stage of the investment cycle. Our primary focus is absolute total return, but the process can be adapted with the aim of beating an index in risk-adjusted terms.

Simon Goodfellow has pioneered this approach since 2005. To the best of our knowledge, Harlyn is the only research firm which uses a probability-based approach, so we have a duty to explain what we do, and why.

In the process and philosophy section, we provide a summary of how it all fits together, which you are free to print and distribute to your clients and colleagues. We can’t condense seven years’ of work into a few pages, so if you have a question, please email info@harlynresearch.com and we will do our best to answer it.

Quality control

Harlyn maintains over 70 different tactical asset allocation models covering a wide range of asset classes, equity markets and equity sectors. We have tested the basic principle in over forty countries and in numerous asset classes including commodities, real estate, and corporate credit, as well as government bond and equities. We are proud of our quality control systems. To find out more, please email info@harlynresearch.com.