Monthly Momentum · the models

Two models. Both beat buy-and-hold on return, with far less drawdown.

Monthly Momentum comes in two models, Growth and Preserve, built from broadly commission-free ETFs so they trade at any brokerage. Every chart and every data point was backtested across multiple cycles, net of conservatively-estimated costs.

BACKTESTED · FULL CYCLE · 2006–2026

Hypothetical — not indicative of future results.

Growthmost upside

vs S&P

20Y

Return: CAGR

	Model	S&P	Δ
▸20Y	19.6%	11.0%	+8.6pp
10Y	24.3%	15.1%	+9.1pp
5Y	24.1%	12.5%	+11.6pp
1Y	61.5%	20.4%	+41.1pp
3M	8.8%	1.3%	+7.6pp

Annualized; 3M is a 3-month return.

trailing 12-mo return20Y

Worst 12 months

	Model	S&P	Δ
▸20Y	-13.9%	-47.4%	+33.4pp
10Y	-6.4%	-19.7%	+13.4pp
5Y	-6.4%	-19.7%	+13.4pp
1Yw90d	-0.3%	-7.9%	+7.6pp

Full-cycle worst rolling return: 12m (multi-year rows), w90d (1Y).

2006–2026 · backtested, real costs · as of 2026-09-01 · Δ in pp vs S&P.

Preservesleep soundly

vs 60/40

20Y

Return: CAGR

	Model	60/40	Δ
▸20Y	15.8%	8.2%	+7.6pp
10Y	18.7%	9.8%	+9.0pp
5Y	21.4%	7.5%	+13.9pp
1Y	44.7%	12.7%	+31.9pp
3M	9.0%	0.4%	+8.6pp

Annualized; 3M is a 3-month return.

trailing 12-mo return20Y

Worst 12 months

	Model	60/40	Δ
▸20Y	-6.6%	-28.7%	+22.1pp
10Y	-3.7%	-17.5%	+13.8pp
5Y	-1.5%	-17.5%	+16.1pp
1Yw90d	1.4%	-5.1%	+6.5pp

Full-cycle worst rolling return: 12m (multi-year rows), w90d (1Y).

2006–2026 · backtested, real costs · as of 2026-09-01 · Δ in pp vs 60/40.

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