A monthly “go with what’s working” strategy. It ranks 10 major asset classes by recent 6‑month performance, buys the top 5, and splits the investment equally across them. It can rotate between stocks, real estate, Treasuries, gold, and commodities.

Once a month, it looks at how 10 broad ETFs have done over the past ~6 months. Those cover US, Europe, Japan and emerging‑market stocks; US and global real estate; long and medium US Treasury bonds; gold; and commodities. It buys the best 5 and splits money equally.

Monthly momentum across 10 assets rotates into the top 5, offering lower drawdowns and risk vs the S&P. Beta ~0.54; out-of-sample Calmar ~1.42, Sharpe ~1.20, tested across 1111 days.