Tactical Asset Allocation
Research Platform Pricing by Cambria
Beta

Research. Build. Test. Monitor.
One connected workflow.

Research the market environment, build an allocation or strategy, test it across decades of history, and monitor what you hold, on real, survivorship-complete data.

Built by senior members of the Cambria Investment Management team.

8 TOOLS · 20,000+ SERIES & SECURITIES · 60+ YEARS OF HISTORY
Start researching → See all 8 tools
The Macro Regime Dashboard: a composite score of 59 out of 100, its six pillars of growth, inflation, liquidity, credit, trend and sentiment each scored and dated, beside sixty years of the composite's history since 1964.
The Macro Regime Dashboard — six pillars scored daily, back to 1964. Free, no account needed.
  1. ResearchUnderstand the environment
  2. TestProve the mix before you own it
  3. BuildChoose the funds that fill it
  4. MonitorKeep it, and get told when it moves
ResearchUnderstand the environment

Macro Regime Dashboard

Where are we in the cycle? Growth, inflation, liquidity, credit, trend and sentiment: six pillars distilled into a single score from 0 to 100, back to 1964.

27 indicators, each in plain English
Composite regime score back to 1964
Updated automatically every morning
Open dashboard →

Factor Backtester

Build factor-tilted portfolios from Fama-French data. Test value, size, momentum, profitability and investment loadings against the market.

Mkt, SMB, HML, RMW, CMA, MOM
Decade-by-decade premium breakdown
Rolling 60-month factor returns
Open factor tool →

Chart Lab

Build a chart from 3,223 free series — macro, fiscal, market and cross-country. No account, no code, and every chart you make is a shareable link.

3,223 series from 26 public sources
624 ready-made pages to browse
Free embeds; CSV where the licence allows
Open Chart Lab →
TestProve the mix before you own it

Portfolio Backtester

Take an allocation across 15 asset classes and see how it would have performed since 1970, with some series reaching back to 1900, against 60/40, nominal and real, by macro regime.

Block-bootstrap Monte Carlo & withdrawals
Return & risk attribution that sums exactly
Regime, rebalancing & start-date robustness
Open backtester →

Stress Tester

Run your portfolio through historical crises including 2008, the dot-com bust, 1970s stagflation and COVID, plus hypotheticals such as the Fed's severely adverse scenario.

12 historical & hypothetical scenarios
Up to four portfolios side by side
Crisis correlations vs normal periods
Open stress tester →

Efficient Frontier

Solve for the allocations efficient over your window, then send any point on the curve into the Backtester. Historical, Black-Litterman and risk-parity, side by side.

Per-asset bounds, group caps, shrinkage
Resampled frontier: what error costs
Expected vs realised on any point you click
Open efficient frontier →
BuildChoose the funds that fill it

Strategy Lab

Build multi-factor equity strategies and technical ETF rotation on survivorship-complete data. Momentum, value, quality, shareholder yield and dual-momentum.

Sequential screening, quantile studies
Point-in-time fundamentals, no look-ahead
Sharpe deflated for strategies tried
Open Strategy Lab →

Portfolio Lab

Upload your holdings and see through them: factor, sector, country and style exposure, overlap, concentration and active share. Analyze what you own.

Holdings-based factor & sector exposure
Overlap & hidden concentration
Receives portfolios from Strategy Lab
Open Portfolio Lab →
MonitorKeep it, and get told when it moves

Saved Research & Alerts

Keep a run with the data vintage it was computed against, so a backtest from March still means in September what it meant in March — and follow the portfolios and securities you care about.

Research library, with the data vintage
Watchlist: portfolios, stocks and ETFs
PDF export & regime alerts — in development
Open Monitor →

Some of these need a paid plan, and the test tools are metered on the free one. See what each plan includes →

Research

Understand the environment

Three ways in
The Countries page: 196 countries on one map, 81 of them carrying a composite tailwind score coloured from hostile to favourable, with developed, emerging and benchmark markets ranked beneath it.
Chart Lab in three steps: a Series card offering 3,037 macro series by topic, 30,700 company and ETF tickers, or a formula built from them; a Transform & range card whose options are limited to what the chosen series actually measure; and the credit-spread chart they produce, with more series ready to add to it.
The Factor Backtester: growth, investment, market, momentum, profitability, size and value each carrying a CAGR, volatility, Sharpe, Sortino and maximum drawdown, over growth of $1,000 from 1963 to 2026 on a log scale.
Free, and none of it needs an account.

All three are free and need no account.

Test

Prove the mix before you own it

One portfolio, three tools
The Portfolio Backtester with a diversified eight-sleeve allocation run from 1972: a compound annual return of 9.6% nominal and 5.5% real against a 60/40 benchmark, a 0.56 Sharpe ratio, a 28.5% maximum drawdown, and fifty-three years of growth on $10,000.
The same allocation in the Stress Tester under the 2008 Global Financial Crisis: a contribution waterfall where US Large Cap takes off 12.5 points and Foreign Developed 8.4, while gold and long Treasuries add back, for a portfolio total of minus 26.7%.
The same allocation on the Efficient Frontier, plotted off the curve at a 0.54 Sharpe ratio against a max-Sharpe portfolio at 0.62 and a minimum-variance portfolio at 0.8%, with a holdings table showing what each of the three would actually own.
A single eight-sleeve allocation handed from the Backtester to the Stress Tester to the Efficient Frontier. Nothing is retyped between them — the window, the weights and the settings travel with it.

One portfolio, entered once, carried between all three.

Build

Choose the funds that fill it

Rules, and what you already hold
Strategy Lab: worked examples, a universe of the top 500 by market cap with every sector selected, and Trend and Quality factor cards weighting 12-1 momentum, price versus the 10-month average, return on invested capital and gross profitability.
Portfolio Lab’s look-through on a five-holding portfolio: a 14-class asset mix, sector exposure read through the funds rather than off their labels, the holdings themselves, and the top underlying positions beside a cross-fund overlap showing which names are held twice and through which funds.
Strategy Lab builds the rules; Portfolio Lab reads what you own.

Monitor

Keep it, and get told when it moves

Partly built

The library and the watchlist are open now, on the $40 plan. The rest is being built before launch rather than promised at it.

8
Tools, one connected workflow
20,000+
Equities, survivorship-complete
60 yrs
Of macro & factor history

Why we built this

Most professional grade portfolio research costs hundreds of dollars a month. We built this platform because we wanted these tools ourselves: the same long horizon, survivorship-complete history that informs serious asset allocation work, in one connected workflow rather than scattered across a dozen sites.