Open Momentum Trio
Three fully public momentum models, blended at near risk-parity weights for tactical growth with historically shallow drawdowns.
Simple blend1xMonthly rebalancemoderatePro clone
Thesis
Combines Hybrid Asset Allocation, Bold Asset Allocation G4, and Accelerating Dual Momentum at 40/30/30 weights, three tactical models whose rules are fully published. HAA and BAA bring canary-based defensive switching over broad asset universes, while ADM adds fast short-lookback momentum rotation, so the three disagree often enough to smooth each other out. An open-rules alternative for anyone drawn to closed tactical strategies that publish verified results but keep their rules private.
Backtest
1986-02-28 to 2026-10-14CAGR
15.8%
Years
40.6
Max Drawdown
-12.2%
Sharpe
1.38
Sortino
2.78
UPI
5.34
Calmar
1.30
Ulcer Index
2.96%
Best Month
15.1%
Worst Month
-12.2%
Volatility
11.1%
SWR
11.64%
PWR
11.35%
Total Return
38833.1%
Longest DD (mo)
20 mo
Win Rate
67.8%
Profitable Months
67.8%
Current Allocation
BIL
SPY
PDBC
BIL60.0%
SPY30.0%
PDBC10.0%