Inflation-Aware Momentum Pair

Half HAA SmartStack, half Inflation Compass, rebalanced monthly. SmartStack uses 2x and 3x funds to make room for gold and managed futures.

Simple blend1xMonthly rebalanceaggressivePro clone

Thesis

Pairs HAA SmartStack with Inflation Compass. HAA SmartStack follows HAA's monthly momentum rules but holds its stock and bond picks through 2x and 3x funds, which frees capital for gold and managed futures. Inflation Compass holds one sector fund at a time, picked each month from the growth trend and the inflation outlook. Suggested by a member.

Backtest

1974-01-31 to 2026-11-13

CAGR

18.7%

Years

52.8

Max Drawdown

-14.3%

Sharpe

1.02

Sortino

1.87

UPI

3.45

Calmar

1.31

Ulcer Index

4.16%

Best Month

21.2%

Worst Month

-13.0%

Volatility

13.6%

SWR

8.78%

PWR

8.50%

Total Return

856598.0%

Longest DD (mo)

21 mo

Win Rate

65.0%

Profitable Months

65.0%

Current Allocation

XLE

KMLM

PDBC

US energy XLE50.0%

Managed futures (trend following) KMLM15.5%+15.5%

Broad commodities PDBC12.5%+12.5%

Gold GLDM7.4%+7.4%

Developed markets ex US (EAFE), 2x daily EFO6.3%+6.3%

S&P 500, 3x daily UPRO4.2%+4.2%

Russell 2000, 3x daily TNA4.2%+4.2%