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Strategies/Alpha-One Momentum

Alpha-One Momentum

TacticalPro

Based on research by Bill Sadek · Contributed by Bill Sadek (2026-04). Exact specification: weekly Dual Momentum with rank-order composite across 1/3/6/9-month lookbacks, VWEHX as absolute momentum benchmark.

This is BestFolio's independent implementation. Not affiliated with or endorsed by the original author.

Launched Apr 2026

About this Strategy

Bill Sadek's weekly Dual Momentum strategy. Each Friday, ranks a 12-ETF universe (MGK, VUG, IWY, FPX, ONEQ, MDY, USMV, SPLV, BNDX, BND, SHV, IEI) by a composite of 1/3/6/9-month rank-order momentum.

The complete strategy logic, asset universe, and rebalancing rules are available to Pro subscribers. This includes the full methodology description, author notes, and implementation details.

Pro subscribers also get access to current signals, full backtest history, and the ability to blend this strategy into custom portfolios.

Strategy Rules

Pro subscribers only

  1. 1Universe: MGK, VUG, IWY, FPX, ONEQ, MDY, USMV, SPLV, BNDX, BND, SHV, IEI
  2. 2Every Friday at close, rank the 12 universe ETFs by return over 4 lookback periods (1/3/6/9 months)
  3. 3Composite score = weighted sum of ranks across periods (25% each), lower = better
  4. 4Select the single ETF with lowest composite rank (winner-take-all)
  5. 5Single Absolute Momentum filter: compute VWEHX composite return and BIL composite return over same 1/3/6/9-month window
  6. 6If VWEHX composite return > BIL composite return, hold winner. Else, 100% BIL (cash)

Asset Universe

Pro subscribers only

12 instruments this strategy can hold

MGK
MGK
VUG
VUG
IWY
IWY
FPX
FPX
ONEQ
ONEQ
MDY
S&P 400 Mid Cap
USMV
MSCI USA Min Volatility
SPLV
SPLV
BNDX
Total Intl Bond
BND
Total US Bond
SHV
Short Treasury
IEI
3-7Y Treasuries

Key Differentiators

Weekly rebalancingTactical rotation

Research Source

BS

Based on research by Bill Sadek

Contributed by Bill Sadek (2026-04). Exact specification: weekly Dual Momentum with rank-order composite across 1/3/6/9-month lookbacks, VWEHX as absolute momentum benchmark.

Strategy Info

Type
Tactical (TAA)
Frequency
weekly
Next Rebalance
May 2909:30 ET (3d)
Variants
1
Type
Tactical Asset Allocation (TAA), Dual Momentum
Trading Frequency
Weekly (Friday close)
Rebalancing
Full portfolio rebalance each Friday
Universe Size
12 ETFs (8 equity/factor sleeves + 4 bond sleeves)
Momentum Scoring
Composite rank-order across 1/3/6/9-month lookbacks, 25% each
Concentration
Winner-take-all, 100% to single asset
Abs Momentum Filter
Hold winner only if VWEHX composite return exceeds cash (BIL) composite return over the same 1/3/6/9-month window
Cash Trigger
VWEHX composite return <= BIL composite return triggers 100% BIL
Execution
Friday Market-On-Close (MOC)
Data Source
Institutional-grade market data (9+ months minimum history)

Asset Classes

US Mega-Cap GrowthUS Large-Cap GrowthIPO FactorNasdaq CompositeUS Mid-CapLow Volatility FactorTotal International BondsUS Core BondsUltra-Short TreasuryIntermediate Treasuries

Alpha-One Momentum at a glance

Alpha-One Momentum is a tactical asset allocation (TAA) strategy by Bill Sadek across US Mega-Cap Growth, US Large-Cap Growth, IPO Factor, Nasdaq Composite, rebalanced weekly. Backtested 1993-08-20 to 2026-05-25 (32.7 years): 11.3% CAGR, 0.84 Sharpe, -21.5% max drawdown, 13.9% volatility.

Type
Tactical (TAA)
Author
Bill Sadek
Rebalancing
Weekly
Period
1993-08-20 to 2026-05-25
CAGR
11.3%
Sharpe
0.84
Max Drawdown
-21.5%
Volatility
13.9%

Alpha-One Momentum Tactical Asset Allocation Strategy

Bill Sadek's Alpha-One Momentum is a focused, winner-take-all WEEKLY Dual Momentum strategy that picks the single strongest ETF from a 12-asset universe each Friday. Designed to complement longer-term monthly TAA models by responding more quickly to leadership shifts, while the winner-take-all design avoids the performance dilution typical of multi-position portfolios.

The universe spans five risk-on sleeves (large-cap growth: MGK, VUG, IWY; IPO tilt: FPX; Nasdaq: ONEQ; mid-cap: MDY; low-volatility: USMV, SPLV) and four risk-off sleeves (international bonds: BNDX; US core bonds: BND; ultra-short Treasury: SHV; intermediate Treasury: IEI).

Backtest Performance (1993-08-20 to 2026-05-25)

MetricAlpha-One Momentum
Compound Annual Growth Rate (CAGR)11.3%
Maximum Drawdown-21.5%
Sharpe Ratio0.84
Sortino Ratio0.93
Annualized Volatility13.9%
Calmar Ratio0.53
Total Return3234.8%
Backtest Period32.7 years

Strategy Details

Type
Tactical (TAA)
Rebalancing
weekly
Variants
2
Author
Bill Sadek
Source
Contributed by Bill Sadek (2026-04). Exact specification: weekly Dual Momentum with rank-order composite across 1/3/6/9-month lookbacks, VWEHX as absolute momentum benchmark.

Asset Classes

  • US Mega-Cap Growth
  • US Large-Cap Growth
  • IPO Factor
  • Nasdaq Composite
  • US Mid-Cap
  • Low Volatility Factor
  • Total International Bonds
  • US Core Bonds
  • Ultra-Short Treasury
  • Intermediate Treasuries

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Disclaimer: BestFolio is an informational tool only and does not provide investment advice, recommendations, or solicitations to buy or sell securities. All strategy signals, backtests, and performance metrics are provided for educational and research purposes. Past performance is not indicative of future results. You are solely responsible for your own investment decisions. BestFolio is not a registered investment advisor, broker-dealer, or financial planner. Always consult a qualified financial professional before making investment decisions.

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