A daily-rebalanced, rules-based ETF portfolio that rotates into safer bonds/defensive sectors most days and only adds equity exposure when momentum signals look favorable, aiming to limit losses while keeping upside potential.”

- Every trading day, the model evaluates a broad set of ETFs and funds across equities, sectors, and fixed income. - It uses momentum signals (a relative-strength measure) over various lookback periods to rank which assets are currently strongest. - Within each subgroup (e.g., Safe Sectors or Bonds, Leveraged Safe Sectors, Simple VIX Wrapper proxies), it selects the top asset(s) by momentum and assigns a weight (e.g., 60% to one asset, 40% to another within the same group). - It includes cash-like options (short-term Treasuries, money-market ETFs) if signals indicate risk is high or when momentum is weak. - It sometimes includes less common ETFs (like KMLM for managed futures exposure) as potential top choices, depending on signals. - The overall allocation favors safety (bonds, consumer staples, utilities, short-duration Treasuries) but can tilt toward equities when signals look favorable, with daily rebalancing to reflect new data. - A “conservative” objective underpins the design: reduce drawdown while still allowing selective exposure to sectors and broad markets.

Daily, rules-based ETF rotation that stays defensive and only adds equity when momentum confirms. Out-of-sample Sharpe ~11.4, max drawdown ~7.3%, beta ~0.68— delivering lower risk and compelling upside relative to the S&P 500.