A monthly, rule-based momentum system that bets mainly on the single strongest trending asset from a broad ETF universe, using trend filters and hedges to manage risk.

This strategy rebalances monthly. It looks across a wide list of ETFs and levered/inverse plays (for example semiconductors, growth/large-cap themes, momentum-focused funds, low-volatility international, and hedging vehicles). It ranks them by how strong their price trend has been over several lookback periods and usually picks the single strongest one to own. Before committing to the top asset, it checks a trend condition (roughly, is the asset’s price above a recent moving average) as a filter. If the trend looks favorable, it places a primary weight on the top performer and uses cash or smaller hedged positions to fill the rest. If the trend isn’t favorable, the model shifts to a different posture (often more cash or hedged/alternative exposures) to reduce risk. The result is a monthly decision: go with the strongest trend, or opt for a more cautious stance when market signals are weak. The asset universe includes both long-oriented vehicles (e.g., SOXL, XMMO, PSL) and hedges (e.g., SQQQ, SKF, SDP, SOXS) to capture directional bets and protect against downside, with some strategic long/short or futures-like exposures (FTLS, DBMF). In essence, it’s a rule-based “pick the best trend, invest in it, and guard with hedges and cash.”

Out-of-sample tested momentum strategy that picks the strongest trend each month, with hedges and cash to dampen drawdowns, aiming to outperform the S&P 500 with lower risk.