A monthly, rules-based strategy that buys the four stocks with the strongest recent momentum when the overall market shows positive momentum; if momentum is weak, it shifts into a defensive basket of staples/utilities with heavier weight on the top two. It aims to capture upside in uptrends while limiting losses in down markets.

- Each month, assess overall market momentum using a broad market proxy (XLG//USD). - If the market looks up (momentum positive across lookbacks), screen a wide list of stocks and pick the top 4 by 90-day gains, then invest in those 4. - If the market looks weak (momentum not positive), switch to a defensive basket of 10 staple/steady stocks and allocate with a heavier emphasis on the top 2 within that basket. - Rebalance on a monthly cadence. - The intent is to ride leaders in up markets and defend with stable names in down markets; the lookbacks (e.g., 42, 84, 168 days) are chosen to avoid whipsaws and confirm trend direction before acting. - Example universe includes familiar names (NVDA, AMZN, MSFT, META, etc.) and a set of defensives like WMT, JNJ, KO, PEP, MCD, GIS, KMB, CL, etc. - The approach combines a momentum screen (past performance) with a regime-based fallback (defensive rotation) to balance growth potential and risk control.

Regime-based momentum: in up markets, buy top 4 movers; in down markets, tilt to defensive staples. Diversifies and adds risk control to complement the S&P 500. Note: OOS results are negative with larger drawdowns; use as satellite exposure.