Triad (DMS) at a glance
Triad (DMS) is a tactical asset allocation (TAA) strategy by Randy Harris across US Equity, US Midcap Value, International Equity, Gold, rebalanced monthly. Backtested 1992-05-29 to 2026-04-24 (34.0 years): 9.7% CAGR, 1.03 Sharpe, -15.0% max drawdown, 9.5% volatility.
- Type
- Tactical (TAA)
- Author
- Randy Harris
- Rebalancing
- Monthly
- Risk
- Moderate
- Period
- 1992-05-29 to 2026-04-24
- CAGR
- 9.7%
- Sharpe
- 1.03
- Max Drawdown
- -15.0%
- Volatility
- 9.5%
Triad (DMS) — Tactical Asset Allocation Strategy
The Triad is a 4-sleeve tactical strategy from Randy Harris's DMS that uses a 7-month SMA distance metric for each sleeve independently. Sleeve 1 (1/3): US large cap (IWB). Sleeve 2 (1/3): best of mid-cap or international. Sleeve 3 (1/6): best of gold or commodities. Sleeve 4 (1/6): always bonds. Smart Leverage available on Sleeve 1.
Backtest Performance (1992-05-29 to 2026-04-24)
| Metric | Triad (DMS) |
|---|---|
| Compound Annual Growth Rate (CAGR) | 9.7% |
| Maximum Drawdown | -15.0% |
| Sharpe Ratio | 1.03 |
| Sortino Ratio | 1.33 |
| Annualized Volatility | 9.5% |
| Calmar Ratio | 0.65 |
| Total Return | 2251.2% |
| Backtest Period | 34.0 years |
Strategy Details
- Type
- Tactical (TAA)
- Rebalancing
- monthly
- Risk Level
- moderate
- Variants
- 3
- Author
- Randy Harris
Asset Classes
- US Equity
- US Midcap Value
- International Equity
- Gold
- Commodities
- Short-Term Bonds
- Intermediate Treasuries
Categories
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