Daily momentum-driven ETF selector: if SPY’s 126-day momentum is positive, own the top 3 momentum ETFs; if negative, own the single best 21-day momentum between GLD or TLT. Weights are equal, rebalance daily, with a defensive switch in downturns.

- Every day, the strategy tests whether the broad market (as proxied by SPY) has positive momentum over about 4 months (126 trading days). - If SPY shows positive momentum, it ranks a predefined list of ETFs by their own 126-day momentum and buys the top 3, allocating an equal share to each. - If SPY shows negative momentum, it switches to a defensive mode and picks 1 asset between GLD (gold) and TLT (long-term Treasuries) based on which has stronger momentum over the shorter 21-day window, allocating entirely to that asset. - The process starts with a “cash-equal” posture, suggesting equal treatment of included positions or a cash-like guardrail, and rebalances daily to maintain the chosen exposure levels. - Tickers like SPY, QQQ, IWM represent broad U.S. equities; GLD is gold; TLT is long-duration bonds; the others are thematic ETFs (e.g., MEME, Blue Chip Growth, Crypto/Metaverse, Quantum) with varying risk profiles. The result is a momentum-driven ETF portfolio that tilts toward winners in up markets and toward defensives in down markets, updated every day.

Rules-based momentum with a defensive switch: oos annualized return ~50% vs S&P ~25%, plus cash-guardrails and Calmar ~2.37. Higher upside, but expect larger drawdowns in downturns.