As Baltassar posts above “The basic principles and the underlying idea have presumably been around forever, but my sense is that a kind of starting gun for retail investors was fire by Mebane Faber in a paper published in 2006” and “The financial crisis of 2008 also showed that static diversification does not provide as much protection as people apparently expected. Hence "tactical," vs static or "strategic," allocation”.
Meb Fabers’s original working paper in 2006 presented a strategy of selecting a selection of ETFs

Allocate Smartly started posting the performance of 17 selected strategies in August 2016, each back tested as far back as they had the data at that time. (representing asset classes like US equities, international equities, commodities, US real estate, and 10-year US Treasury bonds) based on whether their prices were above or below their 10-month simple moving average. This was designed to protect investors from significant downturns by shifting out of risky assets when they enter downtrends and moving to a safer asset class like cash. This strategy was posted before the 2008 downturn and one of the few that performed well post discovery. By 2012 a number of individuals were posting their improved versions of TAA. A number of tools for building and backtesting like Michael Kapler’s Systematic Investor Toolbox for R: SIT which included tools for making synthetic ETF. As ETFs did not historically exist as far back as one would like to evaluate a strategy a synthetic ETF was designed mimic the performance of an existing ETF using similar historical components.
Composing Synthetic Prices For Extended Historical ETF Data TrendXplorer: indexswingtrader.blogspot.com - Composing synthetic prices for extended
One of the earliest free colliections of TAA stratigy signals that still exists today was index swing trader’s Signals: TrendXplorer: indexswingtrader.blogspot.com - Strategy signals

Then along came Allocate Smartly to gather the best of these into a commercial site with more capability.

The first Allocate Smartly strategies in 2016 were:
Traditional Dual Momentum
Varadi’s Minimum Correlation Portfolio
Davis’ Three Way Model
60/40 Benchmark
Glenn’s Paired Switching Strategy
Browne’s Permanent Portfolio
Faber’s Global Tactical Asset Alloc. 13
Gray’s Robust Asset Allocation - Aggressive
Dalio’s All-Weather Portfolio
Gray’s Robust Asset Allocation - Balanced
Faber’s Ivy Portfolio
Protective Asset Allocation
Elastic Asset Allocation - Defensive
Flexible Asset Allocation
Elastic Asset Allocation - Offensive
Faber’s Global Tactical Asset Alloc. 5
Faber’s Sector Relative Strength

They continually update the performance of each of the strategies monthly.
From that time on every few months they have added another strategy. I believe it is somewhere near 90 now.
So, if I understand your question for each strategy if you can see both the pre discovery and the post discovery performance. You can also select any period and zoom in to see the performance relative to a 60/40 benchmark over that period.
They have several tools that allow you to screen strategies for different characteristics, compare strategies, see risk vs return scatter plots, look at the historical safe withdrawal rates over different retirement periods.
And the one I like best, it will optimize a combination of 3, 5 or 10 strategies that historically would have optimized your goal i.e. (10 selections like max Sharpe or Sortino Ratio, Ulcer Performance Index, . . . )

“This tool is designed to help members create the optimal mix of strategies for their Model Portfolios based on common portfolio optimization techniques, such as maximizing the Sharpe Ratio or minimizing volatility. There are many factors that may be important to a member that this tool does not consider, so these results should only be viewed as a starting point in designing your portfolio.”

If you subscribe and choose a strategy or a blend of strategies and the day of the month you want to trade they will send you an email telling you what the change in your allocations are.

rayvt pointed out that “you could peek under the Allocate Smartly kimono and take as given that all the 50+ strategies have been vetted and just run any of them on your own”.

With the help of Robbie I posted my modified version of Keuning and Keller's Generalized Protective Momentum which I called Generalized Protective Asset Allocation Fuzzy for several years.
RAMc writes on Seeking Caution GPM fuzzy

Compared to Vanguard’s VWELX balanced fund from 10/2007

	GPMF	VWELX
CAGR:	10.1	7.5
MDD	-15.1	-36.0

I used this for part of my investing until I discovered Allocate Smartly had a better system with less effort and they are continually improving it.