Global Navigator+ (DMS) at a glance
Global Navigator+ (DMS) is a tactical asset allocation (TAA) strategy by Randy Harris across US Equity, International Equity, Long-Term Treasuries, Short-Term Treasuries, rebalanced monthly. Backtested 1992-11-30 to 2026-04-24 (33.3 years): 15.3% CAGR, 0.97 Sharpe, -24.7% max drawdown, 16.1% volatility.
- Type
- Tactical (TAA)
- Author
- Randy Harris
- Rebalancing
- Monthly
- Risk
- Moderate
- Period
- 1992-11-30 to 2026-04-24
- CAGR
- 15.3%
- Sharpe
- 0.97
- Max Drawdown
- -24.7%
- Volatility
- 16.1%
Global Navigator+ (DMS) — Tactical Asset Allocation Strategy
Global Navigator+ is a single-asset monthly rotation strategy from Randy Harris's DMS. It uses a weighted momentum score (0.25×1m + 0.25×3m + 0.50×6m) to decide between US equities (IWB), international equities (VXUS), and treasury bonds.
In risk-on mode, the strategy selects the better of IWB or VXUS. If IWB has experienced a >15% drawdown, Smart Leverage activates (SSO for up to 12 months). In risk-off mode, a Treasury Duration Limiter chooses between TLT and VGSH.
Backtest Performance (1992-11-30 to 2026-04-24)
| Metric | Global Navigator+ (DMS) |
|---|---|
| Compound Annual Growth Rate (CAGR) | 15.3% |
| Maximum Drawdown | -24.7% |
| Sharpe Ratio | 0.97 |
| Sortino Ratio | 1.17 |
| Annualized Volatility | 16.1% |
| Calmar Ratio | 0.62 |
| Total Return | 11473.0% |
| Backtest Period | 33.3 years |
Strategy Details
- Type
- Tactical (TAA)
- Rebalancing
- monthly
- Risk Level
- moderate
- Variants
- 1
- Author
- Randy Harris
Asset Classes
- US Equity
- International Equity
- Long-Term Treasuries
- Short-Term Treasuries
Categories
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