A monthly, two‑sleeve, momentum‑based fund that splits half the portfolio among the five best‑performing asset ETFs (stocks, real estate, commodities, etc.) over the last 30 days, and the other half into a defensive cash/bond proxy sleeve to reduce risk when momentum fades. Tickers include SPY, VGK, EWJ, EEM, VNQ, RWX, IEF, TLT, DBC, GLD, with cash proxies like BIL and bonds like AGG used to guide the defensive piece.

What you invest in (the universe): SPY (US large-cap stocks), VGK (Europe), EWJ (Japan), EEM (Emerging Markets), VNQ (US real estate), RWX (international real estate), IEF (intermediate US bonds), TLT (long US bonds), DBC (commodities), GLD (gold). Other references like AGG (broad bond index) and BIL (short-term cash proxy) are used as momentum/cash proxies. Each month, the strategy does two main steps: - Growth sleeve: calculate each asset’s cumulative return over the last 30 days. Pick the five best performers and split 50% of the portfolio evenly among them. In plain terms: “the five assets that did best recently get the bulk of the money.” - Defensive sleeve: the other 50% is built with a rules‑based defensive approach that looks at momentum signals in bond/cash proxies (e.g., IEF and BIL) to decide which defensive pieces to hold. If a bond proxy shows positive momentum, it may be included; if not, cash-like positions are favored. The defensive sleeve is designed to dampen volatility when risk assets falter. The result is a two‑part portfolio: half in the winners from the last month, half in a risk‑control/buffer position using cash and bond proxies. The process is repeated every month (monthly rebalance) so the mix can drift toward more or less risk depending on recent performance.

Two-sleeve momentum with built-in defense: 50% top performers, 50% defensive proxies. OOS return 31.5% vs 29.3% S&P; drawdown 3.8% vs 13.7%; Sharpe 3.09 vs 1.41.