A year-by-year, momentum/return-filtered portfolio-of-portfolios that selects the best historical-year baskets of stocks, ETFs, bonds, and hedges, then picks the top 3 to hold with infrequent rebalancing.

- It treats each historical year as a separate candidate portfolio. - For a given year, it builds a pool of assets (stocks, sector ETFs, broad market ETFs, bonds, commodities, and volatility/momentum products). - It applies filters to pick a subset (examples: rank by momentum signals like RSI or moving-average performance, then take the bottom or top n assets). - It assigns weights to the chosen assets (often equal, sometimes uneven by design). - It may add hedges or regime-based legs (bullish/bearish/safe sectors) to adapt to market conditions. - After all years are constructed, it ranks the year-portfolios by a performance measure (moving-average return) to select the best 3 to hold. - Rebalancing is intentionally limited (small corridor or none) to mimic a long-hold approach with periodic rollovers across years.

Momentum-driven, multi-asset strategy using out-of-sample year testing to pick top-regime assets and hold the best 3 with minimal rebalancing—aiming for stronger risk-adjusted returns and better downside protection than the S&P 500.