Not financial advice. Past performance does not guarantee future results.
ETF & Crypto Momentum Rotation
Systematic Rotation Into Leading Market Assets
48.62% CAGR backtested · vs SPY 10.80% · 2006–2026
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Strategy
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SPY
Since Mar 20, 2026 · Forward data · Not backtested
Strategy
Over 20 years the strategy compounded $10,000 into $27.8M at a 48.62% CAGR. SPY returned $78k over the same period.
That works out to +37.8% annual alpha over the S&P 500, tested through two market crashes, a pandemic and a full crypto cycle.
Every week, the rankings run again and capital moves to wherever momentum is strongest.
Backtested 2006–2026. Past performance does not guarantee future results.
Backtested result
0.00%
CAGR
Backtested 2006–2026. Past performance does not guarantee future results.
Systematic rotation across 18 market sectors, ETFs and direct crypto, ranked weekly by momentum. No discretion. No guesswork.
$27.8M
$10k → today
20 years, compounded, no withdrawals
1.182
Sharpe ratio
20yr
backtest period
+0.0%
Annual alpha
Crisis performance
18
Sectors
Weekly
Rebalance schedule
Fixed 7-day cycle. The system re-ranks every sector every week and rotates automatically, with no manual judgment required.
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Strategy
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SPY
Since March 2026 launch. Out-of-sample forward data, not derived from the backtest.
Since Mar 20, 2026 · Not backtested · Forward data
EMA
Trend filter
An EMA filter must clear before any sector receives capital. Blocked crypto during the 2018–19 and 2022 bear markets entirely.
Rules-based, not discretionary
The system follows the same rules in every market. There is no room for gut feel, news flow or second-guessing, and that consistency is what produces the results.
Trend-confirmed entries only
We never chase moves that haven't been confirmed. In the 2018 and 2022 bear markets the filter kept us entirely out of crypto while we rotated into sectors that were actually performing.
ETF + direct crypto, no stock research
There is no individual stock research here. Getting the right sector matters more than picking the right stock within it, and that is the only bet we make.
20 years of transparent proof
Backtested across 20 years and every scenario that came with them. We publish all of it, including the years we underperformed.
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Rules-based, not discretionary
The same five rules execute every rebalance. No gut feel, no CNBC, no second-guessing. The system runs identically whether markets are euphoric or collapsing.
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Trend-confirmed entries only
An EMA filter blocks entry until the sector proves it is in a genuine uptrend. That one rule kept us out of the 2018–19 and 2022–23 crypto bear markets.
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ETF + direct crypto, no stock research
No individual company analysis required. Sector ETFs give broad exposure in a single trade. BTC and ETH are held directly: not futures proxies or ETFs with tracking error.
04
20 years of transparent proof
Backtested 2006–2026 through two crashes, a pandemic, and a full crypto cycle. All numbers shown, including 2023 when the strategy underperformed the AI mega-cap rally by 27%. Then 2024: +44.4% vs SPY +28.8%.
01
Rank 18 sectors by momentum
Every cycle, all 18 sectors are scored by price momentum across a 16 to 26 week window, covering the full GICS universe, commodities, and direct Bitcoin and Ethereum.
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Select the top qualifying sectors
Only sectors that pass the trend filter are eligible. Balanced allocates equally across the top two, Growth puts 100% into the single strongest. If nothing qualifies, the system holds cash.
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Rebalance and repeat
Balanced re-ranks every 7 days, Growth every 30. If the same sectors are still leading, nothing moves. If momentum has shifted, the portfolio follows.
01
All 18 sectors (16 sector/commodity ETFs + direct BTC + ETH) are ranked by 16–26 week price momentum. A trend confirmation filter screens out sectors that are not in genuine uptrends.
02
The top-ranked sectors that pass the trend confirmation filter receive capital. Balanced mode holds 2 sectors (50/50). Growth mode concentrates 100% in the single strongest sector.
03
Balanced mode rebalances every 7 days. Growth mode every 30 days. If trends are intact, the same sectors are re-selected, keeping turnover low while catching reversals fast.
Get Started
The scanner runs daily. See which sectors are leading the market right now.
Not financial advice · Backtested 2006 – 2026