KISS Momentum at a glance
KISS Momentum is a tactical asset allocation (TAA) strategy by Community Research across US Equity, International Equity, Long Treasuries, Intermediate Treasuries, rebalanced monthly. Backtested 1992-11-30 to 2026-04-24 (33.8 years): 11.6% CAGR, 1.14 Sharpe, -13.5% max drawdown, 10.0% volatility.
- Type
- Tactical (TAA)
- Author
- Community Research
- Rebalancing
- Monthly
- Risk
- Moderate
- Period
- 1992-11-30 to 2026-04-24
- CAGR
- 11.6%
- Sharpe
- 1.14
- Max Drawdown
- -13.5%
- Volatility
- 10.0%
KISS Momentum — Tactical Asset Allocation Strategy
KISS Momentum blends two complementary systems (50/50). System 1 ('Broad Base') scores 8 assets by multi-lookback momentum (2/4/6/8/10 months), selects top 4, and weights by inverse volatility. System 2 ('YTD Sniper') picks the single best asset by year-to-date return from 4 assets, with seasonal cash reset in Dec/Jan.
Backtest Performance (1992-11-30 to 2026-04-24)
| Metric | KISS Momentum |
|---|---|
| Compound Annual Growth Rate (CAGR) | 11.6% |
| Maximum Drawdown | -13.5% |
| Sharpe Ratio | 1.14 |
| Sortino Ratio | 1.46 |
| Annualized Volatility | 10.0% |
| Calmar Ratio | 0.85 |
| Total Return | 3906.9% |
| Backtest Period | 33.8 years |
Strategy Details
- Type
- Tactical (TAA)
- Rebalancing
- monthly
- Risk Level
- moderate
- Variants
- 4
- Author
- Community Research
Asset Classes
- US Equity
- International Equity
- Long Treasuries
- Intermediate Treasuries
- Gold
- Energy
- US Dollar
- Cash
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