Financial Mentor's AWQM at a glance
Financial Mentor's AWQM is a tactical asset allocation (TAA) strategy by Todd Tresidder across US Equity, International Developed, International Small Cap, Gold, rebalanced monthly. Backtested 1992-11-30 to 2026-04-24 (33.5 years): 11.3% CAGR, 0.79 Sharpe, -28.6% max drawdown, 15.0% volatility.
- Type
- Tactical (TAA)
- Author
- Todd Tresidder
- Rebalancing
- Monthly
- Risk
- Moderate
- Period
- 1992-11-30 to 2026-04-24
- CAGR
- 11.3%
- Sharpe
- 0.79
- Max Drawdown
- -28.6%
- Volatility
- 15.0%
Financial Mentor's AWQM — Tactical Asset Allocation Strategy
All-Weather Quad Momentum by Todd Tresidder combines two types of momentum across two time horizons. The portfolio is split 50/50: long-term (top 1 by 12-month return) and short-term (top 1 by avg 1/3/6-month returns). Both apply absolute momentum vs BIL.
Backtest Performance (1992-11-30 to 2026-04-24)
| Metric | Financial Mentor's AWQM |
|---|---|
| Compound Annual Growth Rate (CAGR) | 11.3% |
| Maximum Drawdown | -28.6% |
| Sharpe Ratio | 0.79 |
| Sortino Ratio | 1.02 |
| Annualized Volatility | 15.0% |
| Calmar Ratio | 0.40 |
| Total Return | 3551.2% |
| Backtest Period | 33.5 years |
Strategy Details
- Type
- Tactical (TAA)
- Rebalancing
- monthly
- Risk Level
- moderate
- Variants
- 1
- Author
- Todd Tresidder
- Source
- Tresidder, T. All-Weather Quad Momentum (AWQM)
Asset Classes
- US Equity
- International Developed
- International Small Cap
- Gold
- TIPS
- Long Treasuries
- Cash
Categories
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