A monthly, cash-buffered momentum strategy that toggles between two asset pools based on SPY’s trend. It picks the top 63-day performer in the active pool and runs 60% of capital in that asset, with 40% in cash, rebalancing monthly.

Here’s the logic in plain language: 1) Every month, check if SPY (the broad-market ETF) is trading above its 125-day moving average. If yes, you’re in a risk-on mode and look at Pool A: SHY, QQQ, and COST. If no, you’re in a more defensive mode and look at Pool B: TLT, JNK, MUB, and SHY. 2) For the assets in the chosen pool, measure how much their price has moved over roughly the last 63 trading days and rank them. 3) Pick the single asset with the best 63-day performance. 4) Allocate 60% of your capital to that top asset and keep 40% in cash. 5) Repeat this process each month, adjusting which pool you use and which asset is the top performer. 6) In practice, this means you’ll have a single asset (the top mover from the selected pool) carrying 60% of your invested money, while the remaining 40% sits in cash, with the entire setup reviewed monthly.

Out-of-sample edge: 27.65% annualized return vs SPY’s 22.17%, Calmar 3.51 — with a 40% cash cushion and monthly momentum rotation. Higher upside with disciplined risk than the S&P 500.