Relative Strength Asset Allocation Model

20 Asset Classes · 10 Model Variants · Updated: March 21, 2026 at 09:38 PM · Data through: March 20, 2026
Best Model (Sharpe)
LO Top 7
Sharpe 0.87
Top Ranked Asset
PDBC
Commodities · RS +33.8%
Assets in Uptrend
20/20
Above 3mo > 10mo MA
Best YTD Model
+8.81%
LS 3x3 - Daily
Asset Class Rankings & Momentum
RankTickerAsset ClassPriceRS ScoreTrend1D1W1M3MYTD
1PDBC Commodities$17.33 +33.75% UP +0.64%+1.17%+19.27%+33.16%+30.50%
2GLD Gold$413.38 +24.92% UP -3.06%-10.30%-10.05%+3.72%+3.79%
3EEM Emerging Mkts$55.64 +13.69% UP -3.44%-2.04%-8.85%+4.59%-1.07%
4IWM US Small Cap$242.22 +8.77% UP -2.18%-1.60%-8.30%-2.44%-2.46%
5XLU Utilities$44.65 +8.58% UP -4.06%-4.92%-3.17%+4.18%+3.40%
6VTV US Value$194.52 +8.07% UP -0.99%-1.39%-5.63%+2.45%+0.89%
7EFA Intl Developed$93.59 +6.18% UP -3.04%-2.81%-10.05%-1.30%-3.56%
8MDY US Mid Cap$601.47 +5.67% UP -2.24%-1.32%-7.88%-0.48%-1.37%
9QQQ Nasdaq 100$582.06 +5.54% UP -1.85%-1.96%-3.55%-4.32%-5.07%
10SPY US Large Cap$648.57 +4.10% UP -1.43%-1.80%-4.99%-3.58%-4.81%
11EMB EM Bonds$93.15 +2.62% UP -1.56%-1.30%-4.12%-2.47%-2.45%
12HYG High Yield$78.92 +1.79% UP -0.93%-0.35%-2.02%-0.87%-1.20%
13SHY Short Treasuries$82.31 +1.60% UP -0.22%-0.29%-0.54%+0.01%-0.10%
14AGG US Agg Bonds$98.66 +1.47% UP -0.83%-0.55%-1.89%-0.70%-0.56%
15TIP TIPS$110.22 +1.36% UP -0.80%-0.44%-0.93%+0.06%+0.33%
16IEF US Treasuries 7-10Y$94.88 +1.18% UP -0.90%-0.74%-1.99%-1.03%-0.64%
17LQD IG Bonds$107.85 +0.75% UP -1.23%-0.30%-3.10%-1.62%-1.40%
18BNDX Intl Bonds$47.81 +0.39% UP -0.66%-0.40%-2.09%-0.67%-0.60%
19IYR US REITs$93.45 -0.61% UP -3.13%-3.88%-6.13%+0.41%-0.30%
20TLT Long Treasuries$85.83 -0.91% UP -1.90%-0.82%-3.91%-1.63%-0.67%
Current Signal Matrix
TickerLO Top 3 MLO Top 5 MLO Top 7 MLS 2x2 MLS 3x3 MLS 4x4 MLO Top 5 WLS 3x3 WLO Top 5 DLS 3x3 D
PDBCLONGLONGLONGLONGLONGLONGLONGLONGLONGLONG
GLDLONGLONGLONGLONGLONGLONG--LONGLONG
EEMLONGLONGLONG-LONGLONG--LONGLONG
IWM-LONGLONG--LONG----
XLU-LONGLONG---LONG-LONG-
VTV--LONG-----LONG-
EFA--LONG-------
MDY----------
QQQ----------
SPY----------
EMB----------
HYG----------
SHY----------
AGG----------
TIP----------
IEF----------
LQD----------
BNDX-------SHORT--
IYR-------SHORT--
TLT-------SHORT--
Growth of $100 (Monthly Models)
Performance Scorecard
ModelCAGRTotalMax DDSharpeSortinoWin %YTDYears
LO Top 7 - Monthly 9.65% 2025.6% -32.18% 0.871.19 60.6% +2.75% 33.2
LO Top 5 - Monthly 9.56% 1968.1% -32.18% 0.831.17 59.5% +3.20% 33.2
Equal Wt All 20 8.88% 1582.6% -33.75% 0.811.03 66.1% +1.14% 33.2
LO Top 3 - Monthly 9.63% 2007.4% -34.64% 0.771.09 57.3% +1.19% 33.2
AOR (60/40) 7.38% 243.5% -20.75% 0.761.02 64.4% -2.22% 17.3
LO Top 5 - Daily 8.85% 1555.9% -35.21% 0.680.87 51.4% +3.53% 33.1
LO Top 5 - Weekly 7.03% 858.2% -38.99% 0.600.75 52.1% +0.26% 33.2
LS 2x2 - Monthly 5.20% 437.2% -36.03% 0.460.66 55.5% +3.04% 33.2
LS 4x4 - Monthly 4.42% 319.9% -36.03% 0.440.62 54.5% +6.13% 33.2
LS 3x3 - Monthly 4.51% 331.4% -36.03% 0.430.59 55.3% +1.19% 33.2
LS 3x3 - Daily 3.43% 205.4% -37.28% 0.300.37 51.1% +8.81% 33.1
LS 3x3 - Weekly 1.76% 78.7% -45.22% 0.190.24 52.2% +0.36% 33.2
Vintage Analysis — Does Entry Timing Matter?

If you started investing $100 at any point in the model's history (min 3 years held), how would your CAGR vary?

ModelVintagesMedian CAGRMean CAGRBest CAGRWorst CAGRStd Dev% PositiveBest StartWorst Start
LO Top 3 - Monthly363 +9.75%+10.23%+19.06%+7.98% 1.81% 100.0% 2023-032010-05
LO Top 5 - Monthly363 +9.24%+9.43%+14.28%+6.98% 1.18% 100.0% 2023-042022-01
LO Top 7 - Monthly363 +9.64%+9.73%+13.31%+6.60% 1.03% 100.0% 2022-102022-01
LS 2x2 - Monthly363 +4.01%+3.87%+6.07%+0.02% 1.10% 100.0% 1994-122022-06
LS 3x3 - Monthly363 +3.55%+3.47%+6.50%+0.85% 1.01% 100.0% 2023-042009-03
LS 4x4 - Monthly363 +3.64%+3.57%+7.57%+0.87% 1.14% 100.0% 2020-112009-03
LO Top 5 - Weekly1574 +6.11%+5.83%+8.41%-3.11% 1.69% 97.6% 2003-032022-06
LS 3x3 - Weekly1574 -0.24%-0.26%+2.64%-7.10% 1.79% 47.5% 2023-032022-06
LO Top 5 - Daily7586 +8.72%+8.76%+14.53%+6.47% 0.97% 100.0% 2023-032021-06
LS 3x3 - Daily7586 +1.42%+1.58%+5.93%-2.14% 1.19% 92.3% 2023-032022-05
Fixed Holding Period Returns

What % of the time did you make money if you held for exactly 1, 3, 5, or 10 years?

ModelHorizonVintagesMedian ReturnBestWorst% Positive
LO Top 3 - Monthly1Y386 +10.95% +49.32% -26.05% 74.9%
LO Top 3 - Monthly3Y362 +28.97% +120.66% -34.62% 92.5%
LO Top 3 - Monthly5Y338 +53.88% +201.49% -23.63% 96.2%
LO Top 3 - Monthly10Y278 +128.28% +268.17% +49.45% 100.0%
LO Top 5 - Monthly1Y386 +10.52% +50.13% -26.20% 76.9%
LO Top 5 - Monthly3Y362 +33.41% +120.66% -32.18% 93.6%
LO Top 5 - Monthly5Y338 +59.81% +178.05% -20.79% 96.4%
LO Top 5 - Monthly10Y278 +135.46% +305.14% +58.04% 100.0%
LO Top 7 - Monthly1Y386 +10.60% +48.27% -26.20% 77.7%
LO Top 7 - Monthly3Y362 +32.56% +120.66% -32.18% 93.4%
LO Top 7 - Monthly5Y338 +61.80% +164.63% -20.79% 96.4%
LO Top 7 - Monthly10Y278 +136.53% +275.78% +76.24% 100.0%
LS 2x2 - Monthly1Y386 +5.30% +47.84% -33.00% 66.1%
LS 2x2 - Monthly3Y362 +13.07% +120.66% -14.58% 83.4%
LS 2x2 - Monthly5Y338 +25.46% +111.34% -12.80% 92.0%
LS 2x2 - Monthly10Y278 +69.88% +214.97% -7.22% 98.9%
LS 3x3 - Monthly1Y386 +4.63% +47.84% -33.00% 65.5%
LS 3x3 - Monthly3Y362 +10.29% +120.66% -20.41% 77.3%
LS 3x3 - Monthly5Y338 +17.85% +111.34% -23.27% 87.3%
LS 3x3 - Monthly10Y278 +55.80% +175.98% -13.53% 96.0%
LS 4x4 - Monthly1Y386 +4.71% +47.84% -33.00% 65.0%
LS 4x4 - Monthly3Y362 +9.04% +120.66% -18.60% 74.6%
LS 4x4 - Monthly5Y338 +17.53% +111.34% -24.43% 81.4%
LS 4x4 - Monthly10Y278 +54.46% +167.97% -18.02% 91.4%
LO Top 5 - Weekly1Y1677 +7.80% +50.01% -31.17% 73.2%
LO Top 5 - Weekly3Y1573 +26.63% +96.19% -37.05% 85.1%
LO Top 5 - Weekly5Y1469 +39.85% +149.34% -22.58% 92.2%
LS 3x3 - Weekly1Y1677 +1.60% +40.84% -30.81% 56.4%
LS 3x3 - Weekly3Y1573 +4.76% +83.15% -36.69% 57.7%
LS 3x3 - Weekly5Y1469 +2.11% +108.11% -31.76% 54.3%
LO Top 5 - Daily1Y8089 +9.47% +52.29% -27.53% 76.4%
LO Top 5 - Daily3Y7585 +29.32% +122.26% -32.76% 93.6%
LS 3x3 - Daily1Y8089 +2.20% +52.29% -33.12% 59.3%
LS 3x3 - Daily3Y7585 +6.55% +122.26% -27.06% 68.6%