A monthly, momentum-driven portfolio that selects the top 3 performers from 9 broad ETFs based on 150-day gains and holds them in equal weights.

Plain-language explanation: - Each month, look at nine broad ETFs that cover different parts of the market: EEM, VNQ, IWM, DBC, TLT, SPY, GLD, EFA, BIL. - For each ETF, measure how much its price has risen over roughly the last 150 trading days (about 7–8 months). This is called the 150-day cumulative return. - Rank all ETFs by that 150-day gain and pick the top 3 performers. - Invest equally in those three chosen ETFs (about one-third of the portfolio in each). If there’s any cash left over after buying the three, it sits idle or is kept as cash until the next rebalance. - At the start of the next month, repeat the process: recompute the rankings, sell what you’re not using, and buy the new top 3 with equal weights. - The result is a simple, rules-based way to tilt toward assets that have recently shown strength while staying diversified across asset types. For laypeople: you’re following the market trend by giving money to the 3 strongest performers each month, spread evenly among them.

Out-of-sample edge: 46.28% annual return vs 29.29% for the S&P, Sharpe 3.22 vs 1.41, max drawdown 6.25% vs 13.73%, and low beta ~0.25. A diversified momentum strategy aiming for higher returns with lower risk.