Adaptive, momentum-based, monthly rebalanced, top-5 from a 10-ETF universe spanning gold, commodities, bonds, stocks, and real estate.

What you’re investing in: a set of 10 ETFs that cover gold, commodities, bonds, US stocks, and international real estate and stocks. Each month, the strategy looks back at how each ETF performed over the last 126 trading days (about six months) and ranks them by cumulative return. It then selects the top five performers and allocates equal money to those five (roughly 20% each if fully invested). Those weights are reset every month, so you’re continually moving into the assets that have performed best recently. The “21-day” window note is part of how the data is sampled inside the momentum calculation, while the main decision is the six-month lookback and monthly rebalancing. In plain terms: it tries to ride the recent winners across a globally diversified set of assets, rebalancing once a month to keep exposure to the top performers.

Adaptive momentum across 10 global ETFs offers stronger risk-adjusted returns than the S&P 500 with far less downside. OOS Sharpe ~1.37 vs SPY ~1.31, drawdown ~9.95% vs ~18.76%, and beta ~0.55—tilting toward resilience and smoother growth.