The new Dual Momentum Calculator lets anyone backtest GEM, build their own ETF rotation from 70 ETFs, and see what the rules say for next month. History goes back to 1980, and trading costs are included by default.
I track seven Keller & Keuning strategies on the same engine that runs my own. So the obvious question is how Triad does against them. A couple of them beat it on raw return over certain stretches. Almost none of them come close on anything else.
A macro-regime strategy that reads growth from the trend and inflation from the bond market, then concentrates into the asset built for that environment. Three variants, one of them unleveraged.
The most common objection I hear is some version of 'this looks great, but what if I start at the worst possible moment?' So I ran it. Forty-five years of deliberately terrible timing, on Triad and Global Navigator.
A shuffle test of Triad and Global Navigator: each strategy re-run on randomly reordered months from 1980 to 2026, to see whether the results were skill or luck.
Why the S&P 500 is a tough benchmark to judge by after 2009, how it did from 2000 to 2009, and how momentum strategies and Smart Leverage gain ground in drawdowns.