Monthly, 60% rotates into the strongest stock (or short‑term Treasury) ETF; 40% switches between riskier corporate bonds (JNK) and long‑term Treasuries (TLT) based on recent trends, aiming for steadier returns near a 12% target.

Each month: 60% goes to whichever did best over ~3 months among QQQ (big tech/Nasdaq 100), SPY (large U.S. stocks), MDY (mid‑size U.S. stocks), IWM (small U.S. stocks), or SHY (short‑term U.S. Treasuries) so it can step aside if stocks are weak. The other 40% flips based on recent strength: JNK (riskier corporate bonds) when it’s beating TLT, or TLT (long‑term U.S. Treasuries) when it’s stronger.

Momentum-based ETF rotation plus a bond hedge delivers lower out-of-sample drawdowns (11.68% vs SPY 18.76%), about 0.5 market beta, and steadier risk-adjusted performance—a resilient core alongside the S&P 500.