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 2026-07-16CAGR
15.1%
Years
40.4
Max Drawdown
-10.1%
Sharpe
1.37
Sortino
2.16
UPI
5.27
Calmar
1.49
Ulcer Index
2.86
Best Month
15.0%
Worst Month
-10.1%
Volatility
10.7%
Total Return
28972.7%
Longest DD (mo)
20 mo
Win Rate
68.7%
Profitable Months
68.7%
Current Allocation
QQQ
SPY
IWM
VEA
QQQ40.0%+30.0%
SPY40.0%+10.0%
IWM10.0%
VEA10.0%+10.0%