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This paper investigates the effectiveness of different tactical asset allocation trading strategies on global stock market indices in order to better forecast the returns. It has been revealed that timing model strategies are appeared to be the best performing one than the passive buy and hold strategy. Results show that the simulated moving average is the best strategy in order to generate buy and sell signals to minimize the investor's risk and maximize the return of the portfolio. It hasdoi:10.5430/ijfr.v11n1p115 fatcat:j5fdiqnfqfdthcygreloeo6v2e