Skip to content
Important: BestFolio provides information for educational purposes only. Nothing on this site constitutes investment advice. Past performance does not guarantee future results. Read full disclaimer

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 2026-07-16
CAGR
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%