A daily-rebalanced, global-sector ETF portfolio that selects one ETF per sector using a two-step momentum screen (short-term RSI-based pick, then a 20-day vs 200-day momentum gate) and equal-weighting within sectors. The Global Sectors sleeve is a 20% allocation that aims to capture broad sector leadership with a momentum-driven selection process.

- The portfolio is organized into a Global Sectors sleeve with one sector ETF chosen per sector. Within each sector, the strategy first finds candidates using a short-term momentum screen (RSI over 10 days) and selects the one with the strongest short-term signal in the lower end of the RSI scale. - Then it checks whether that candidate’s 20-day momentum is stronger than the sector benchmark’s 200-day momentum. If yes, the candidate is kept; if no, it switches to a secondary set of ETF candidates and applies the same RSI screen. - Each sector is treated on equal footing (100/100 weight within the sector), and the sectors themselves are balanced in the Global Sectors sleeve. The overall sleeve appears to be designed as a portion of the total portfolio (the 20/100 weight at the sleeve level). The strategy runs daily rebalances to adjust picks and weights as signals change.

Out-of-sample, this global sector momentum strategy targets ~63% annualized return with Sharpe ~2.93 and Calmar ~7.58—strong risk-adjusted upside vs the S&P. Low beta (~0.66) and broad sector diversification, daily rebalance, disciplined risk control.