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Multi-Asset Momentum at a glance

Multi-Asset Momentum is a tactical asset allocation (TAA) strategy by Zambrano & Rizzolo (Vitral Advisors) across US Equity, Tech, Small-Cap, International, rebalanced monthly. Backtested 1986-02-28 to 2026-07-03 (40.3 years): 9.6% CAGR, 1.31 Sharpe, -14.4% max drawdown, 7.5% volatility.

Type
Tactical (TAA)
Author
Zambrano & Rizzolo (Vitral Advisors)
Rebalancing
Monthly
Risk
Moderate
Period
1986-02-28 to 2026-07-03
CAGR
9.6%
Sharpe
1.31
Max Drawdown
-14.4%
Volatility
7.5%

Multi-Asset Momentum Tactical Asset Allocation Strategy

Vitral Multi-Asset Momentum aggregates nine momentum signals (3 measures × 3 lookbacks: total return, price minus SMA, and risk-adjusted trend efficiency, over 3/6/12 months) to reduce specification risk, then holds the top 5 equal-weight with a breadth-based risk-off cash scaling.

What drives the edge: the protective cash scaling and the multi-signal aggregation together roughly halve the drawdown versus a naive single-momentum top-5 (about -30% to -15%) and lift Sharpe from ~1.0 to ~1.4. A correlation adjustment (score / (1 + rho)) further decorrelates the held book, but in our own backtests it does not, on its own, measurably improve risk-adjusted return; it is a diversification refinement, not the source of the edge.

Multi-Asset Momentum: frequently asked questions

What is Multi-Asset Momentum?
Long-only multi-asset momentum from Zambrano & Rizzolo (SSRN #4199648). Aggregates 9 signals (3 momentum measures × 3 lookbacks) to reduce specification risk. Correlation-adjusted scoring penalizes correlated assets. Top 5 equal-weight from 13-asset universe with absolute momentum filter and protective cash fraction. Monthly rebalance.
Who created the Multi-Asset Momentum strategy?
Multi-Asset Momentum was developed by Zambrano & Rizzolo (Vitral Advisors). It is based on Zambrano, E.A. & Rizzolo, C. (2022). Long-only multi-asset momentum. Vitral Advisors..
What is the historical return and maximum drawdown of Multi-Asset Momentum?
Backtested from 1986-02-28 to 2026-07-03, Multi-Asset Momentum returned 9.6% CAGR with a -14.4% maximum drawdown and a Sharpe ratio of 1.31. Past performance does not guarantee future results.
How often is Multi-Asset Momentum rebalanced?
Multi-Asset Momentum is rebalanced monthly. BestFolio publishes the updated allocation signal each period.
Is Multi-Asset Momentum a tactical asset allocation strategy?
Yes. Multi-Asset Momentum 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 (1986-02-28 to 2026-07-03)

MetricMulti-Asset Momentum
Compound Annual Growth Rate (CAGR)9.6%
Maximum Drawdown-14.4%
Sharpe Ratio1.31
Sortino Ratio2.01
Annualized Volatility7.5%
Calmar Ratio0.66
Total Return3885.6%
Backtest Period40.3 years

Strategy Details

Type
Tactical (TAA)
Rebalancing
monthly
Risk Level
moderate
Variants
3
Author
Zambrano & Rizzolo (Vitral Advisors)
Source
Zambrano, E.A. & Rizzolo, C. (2022). Long-only multi-asset momentum. Vitral Advisors.

Asset Classes

  • US Equity
  • Tech
  • Small-Cap
  • International
  • Emerging Markets
  • REITs
  • Commodities
  • Gold
  • Bonds
  • Cash

Further reading

New to this approach? Read what tactical asset allocation is and how it works.

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