What is Bamboo (DMS)?

Static 4-ETF allocation designed as a better 60/40: US large cap, total bonds, managed futures, and gold. Bamboo+/++ variants activate Smart Leverage (2x/3x) on the equity portion after 15% drawdowns. Annual rebalancing.

Who created the Bamboo (DMS) strategy?

Bamboo (DMS) was developed by Randy Harris.

What is the historical return and maximum drawdown of Bamboo (DMS)?

Backtested from 1985-03-29 to 2026-07-03, Bamboo (DMS) returned 8.8% CAGR with a -23.0% maximum drawdown and a Sharpe ratio of 1.17. Past performance does not guarantee future results.

How often is Bamboo (DMS) rebalanced?

Bamboo (DMS) is rebalanced monthly. BestFolio publishes the updated allocation signal each period.

Is Bamboo (DMS) a fixed or tactical strategy?

Bamboo (DMS) is a fixed-allocation (strategic) portfolio: it holds a set allocation and rebalances on schedule rather than rotating based on market signals.

Bamboo (DMS) Strategy by Randy Harris

Name: Bamboo (DMS), Backtest Time Series
Creator: BestFolio
License: https://creativecommons.org/licenses/by-nc/4.0/

Bamboo (DMS) at a glance

Bamboo (DMS) is a fixed-allocation portfolio by Randy Harris across US Equity, US Bonds, Managed Futures, Gold, rebalanced monthly. Backtested 1985-03-29 to 2026-07-03 (41.3 years): 8.8% CAGR, 1.17 Sharpe, -23.0% max drawdown, 8.3% volatility.

Type: Fixed Allocation
Author: Randy Harris
Rebalancing: Monthly
Risk: Moderate
Period: 1985-03-29 to 2026-07-03
CAGR: 8.8%
Sharpe: 1.17
Max Drawdown: -23.0%
Volatility: 8.3%

Bamboo (DMS) — Fixed Allocation Portfolio

The Bamboo portfolio is a static 4-ETF allocation designed by Randy Harris (Dual Momentum Systems) as a modern alternative to the classic 60/40 portfolio. It combines US large-cap equities, total bond market, managed futures, and physical gold.

The Bamboo+ and Bamboo++ variants add a Smart Leverage overlay on the equity portion. When IWB experiences a drawdown exceeding 15% from its month-end peak, the equity sleeve is replaced with SSO (2x) or UPRO (3x) for up to 12 months, capturing the recovery.

Bamboo (DMS): frequently asked questions

What is Bamboo (DMS)?: Static 4-ETF allocation designed as a better 60/40: US large cap, total bonds, managed futures, and gold. Bamboo+/++ variants activate Smart Leverage (2x/3x) on the equity portion after 15% drawdowns. Annual rebalancing.
Who created the Bamboo (DMS) strategy?: Bamboo (DMS) was developed by Randy Harris.
What is the historical return and maximum drawdown of Bamboo (DMS)?: Backtested from 1985-03-29 to 2026-07-03, Bamboo (DMS) returned 8.8% CAGR with a -23.0% maximum drawdown and a Sharpe ratio of 1.17. Past performance does not guarantee future results.
How often is Bamboo (DMS) rebalanced?: Bamboo (DMS) is rebalanced monthly. BestFolio publishes the updated allocation signal each period.
Is Bamboo (DMS) a fixed or tactical strategy?: Bamboo (DMS) is a fixed-allocation (strategic) portfolio: it holds a set allocation and rebalances on schedule rather than rotating based on market signals.

Backtest Performance (1985-03-29 to 2026-07-03)

Metric	Bamboo (DMS)
Compound Annual Growth Rate (CAGR)	8.8%
Maximum Drawdown	-23.0%
Sharpe Ratio	1.17
Sortino Ratio	1.92
Annualized Volatility	8.3%
Calmar Ratio	0.38
Total Return	3164.3%
Backtest Period	41.3 years

Strategy Details

Type: Fixed / Strategic
Rebalancing: monthly
Risk Level: moderate
Variants: 3
Author: Randy Harris

Asset Classes

US Equity
US Bonds
Managed Futures
Gold

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