A monthly, rule-based strategy: pick 2 top broad-market ETFs by 30-day momentum (20% each); allocate 80% to a second sleeve—crypto futures if SPY momentum is strong, dividend ETFs if momentum is weak, or the top-3 momentum assets from a bond/equity mix otherwise.}

- Step 1: Look at SPY, QQQ, DIA, and IWM. Calculate each ETF’s 30-day momentum (roughly how much it has risen over the last month). Pick the two with the strongest momentum and allocate 20% of the portfolio to each. - Step 2: Take the remaining 80% and allocate it using a rule set. Check SPY’s 60-day momentum. If SPY’s 60-day momentum is above 5%, invest the 80% evenly in BITO and BTF (Bitcoin futures ETFs). - If SPY’s 60-day momentum is not above 5%, check SPY’s 30-day momentum. If it’s below 1%, invest the 80% evenly in VYM and DVY (high-dividend ETFs). - If neither condition applies, look at the 15-day momentum for seven assets (TLT, IEF, BND, AGG, SPY, DIA, QQQ). Pick the top 3 by momentum and split the 80% evenly among those three. - The process is repeated monthly (monthly rebalance). What you’re buying are a mix of traditional stock exposure, dividend income, bonds, and a Bitcoin futures sleeve depending on market signals.

Out-of-sample: Sharpe ~0.98 vs SPY ~0.84; Calmar ~1.03; max drawdown 14.5% vs 18.8%; annual return ~15.0% vs ~15.2%. A monthly, momentum-driven blend that adapts to crypto futures, dividends, or bonds for better risk-adjusted growth.