A monthly, trend-driven ETF rotation: if SPY looks up, go all-in on the single best performer among MGK, MGV, VGT, SPLV based on 35-day performance; if SPY looks weaker, go all-in on the single best among XLU, XLC, BIL based on 10-day performance.

- It rebalances monthly. - It looks at SPY to gauge market trend using moving averages: if SPY’s 15-day EMA price is greater than SPY’s 60-day EMA price, the market is considered in an uptrend. - In an uptrend, the strategy searches four ETFs (MGK, MGV, VGT, SPLV) and ranks them by cumulative return over the last 35 days. It picks the single top performer and allocates 100% to it. - If the SPY trend condition is not met, it looks at three more defensive instruments (XLU, XLC, BIL), ranks them by cumulative return over the last 10 days, and allocates 100% to the top one. - The “weight 100/100” setup means one asset receives the entire allocation; with one asset selected, there is effectively a 100% position in that ETF. - The strategy’s name says “Simple Moving Average,” but the trend check uses EMA (gives more weight to recent prices). - Example assets: uptrend pool includes MGK (mega-cap growth), MGV (mega-cap value), VGT (tech), SPLV (low volatility); downtrend pool includes XLU (utilities), XLC (communication services), BIL (short-term Treasuries).

Out-of-sample edge: Calmar 4.30 and Sharpe 1.35 indicate strong risk-adjusted gains, beta ~1, and 100% top-performer rotation. Annualized return 16.32% vs SPY 17.60%; plus clearer downside protection through regime-based defense.