A momentum rotation strategy that holds the strongest global ETFs while the broad market trend is up, and steps aside when it isn't.
1
Rank by momentum
Each month every ETF in the universe is scored by its trailing 12-month return, blended with how close it sits to its 52-week high.
2
Check the market trend
The strategy only takes risk while VTI trades above its 12-month average. Below it, the trend filter moves the book to cash.
3
Hold the top four
When risk-on, it buys the four highest-scoring ETFs that pass the trend filter, equally weighted at 25% each.
4
Rebalance monthly
Positions are reviewed on the third trading day of each month — winners are held, laggards are rotated out.
For research and personal tracking only. Not investment advice.