Four-sleeve TAA using 7-month SMA distance metric across US large cap, mid/international, commodities, and bonds. Smart Leverage variants substitute 2x/3x on the equity sleeve after 15% drawdowns. Monthly rebalancing.

Who created the Triad (DMS) strategy?

Triad (DMS) was developed by Randy Harris.

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

Backtested from 1985-08-30 to 2026-07-03, Triad (DMS) returned 10.4% CAGR with a -15.0% maximum drawdown and a Sharpe ratio of 1.26. Past performance does not guarantee future results.

How often is Triad (DMS) rebalanced?

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

Is Triad (DMS) a tactical asset allocation strategy?

Yes. Triad (DMS) is a tactical asset allocation (TAA) strategy: it adjusts its holdings based on market signals each period rather than holding a fixed allocation.

Triad (DMS) Strategy by Randy Harris

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

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 1985-08-30 to 2026-07-03 (40.8 years): 10.4% CAGR, 1.26 Sharpe, -15.0% max drawdown, 9.2% volatility.

Type: Tactical (TAA)
Author: Randy Harris
Rebalancing: Monthly
Risk: Moderate
Period: 1985-08-30 to 2026-07-03
CAGR: 10.4%
Sharpe: 1.26
Max Drawdown: -15.0%
Volatility: 9.2%

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.

Triad (DMS): frequently asked questions

What is Triad (DMS)?: Four-sleeve TAA using 7-month SMA distance metric across US large cap, mid/international, commodities, and bonds. Smart Leverage variants substitute 2x/3x on the equity sleeve after 15% drawdowns. Monthly rebalancing.
Who created the Triad (DMS) strategy?: Triad (DMS) was developed by Randy Harris.
What is the historical return and maximum drawdown of Triad (DMS)?: Backtested from 1985-08-30 to 2026-07-03, Triad (DMS) returned 10.4% CAGR with a -15.0% maximum drawdown and a Sharpe ratio of 1.26. Past performance does not guarantee future results.
How often is Triad (DMS) rebalanced?: Triad (DMS) is rebalanced monthly. BestFolio publishes the updated allocation signal each period.
Is Triad (DMS) a tactical asset allocation strategy?: Yes. Triad (DMS) is a tactical asset allocation (TAA) strategy: it adjusts its holdings based on market signals each period rather than holding a fixed allocation.

Backtest Performance (1985-08-30 to 2026-07-03)

Metric	Triad (DMS)
Compound Annual Growth Rate (CAGR)	10.4%
Maximum Drawdown	-15.0%
Sharpe Ratio	1.26
Sortino Ratio	1.83
Annualized Volatility	9.2%
Calmar Ratio	0.69
Total Return	5604.6%
Backtest Period	40.8 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

Track Triad (DMS) in Your Portfolio

Sign up for BestFolio to get monthly rebalancing signals, blend strategies into custom portfolios, and receive alerts when allocations change.

Create free account View Pricing