The market changes.
The model book changes with it.
A slow-moving rotation memo across adaptive leveraged-risk and defensive sleeves. One current book. One decision note. No intraday noise.
Momentum Rotator
CURRENT OPERATING NOTE / MEMBER VIEW
Subscriber instruction
Review the current target book. Decide whether it fits your own process. Execute in your own brokerage.
How a note is made
Five gates between market data and your inbox.
The product is the decision artifact, not a constantly moving dashboard.
- 01
Rank the current eligible risk universe every 10 trading days by blended intermediate-term momentum.
- 02
Require risk underlyings to remain above their 200-day moving average.
- 03
Size the strongest eligible risk sleeves by volatility in coarse allocation buckets.
- 04
Keep at least 20% defensive and select the strongest eligible safety sleeve.
- 05
Publish only when the target model book changes—no alerts for meaningless model drift.
Research file / not live
The backtest stays in its own record.
Locked research configuration and quantstats/tearsheet artifacts. Historical model results are not production returns.
| Research period | CAGR | Sharpe | Sortino | Max DD | Alerts/yr |
|---|---|---|---|---|---|
| 2010-04 to 2026-07 | 25.6% | 0.92 | 1.20 | -30.0% | 15.3 |
| 2016-01 to 2026-07 | 33.8% | 1.13 | 1.46 | -30.0% | 13.9 |
| 2001-01 to 2026-07 sim | 22.5% | 0.87 | 1.13 | -37.8% | 14.8 |
−25.7%
2022 research year
Weak years remain visible.
The file also includes a −15.1% 2015 research year and a near-flat 2011–2012 stretch. A future bad year can be worse. Sizing, defensive rotation, and volatility step-downs are risk controls—not promises of smooth returns.
Three possible states
NORMAL → CAUTION → CRISIS
NORMAL can hold up to two volatility-sized risk sleeves plus defense. CAUTION halves risk sleeves when broad-market volatility crosses its threshold. CRISIS takes risk sleeves to zero and moves the model book fully defensive.
What membership delivers
- CURRENT MODEL BOOK
- LATEST DECISION NOTE
- REFERENCE LEDGER
- RUN LOG
Access is to system documents and alerts—not a managed account or execution layer.
Included in membership
Momentum Rotator comes with the broader playbook.
Membership includes Momentum Rotator, TrendLock Core, Monthly Flip, and Crisis Hunter, plus additional algorithmic strategies with intraday signals in the members-only Slack channel. SwingHunter is not included for new members. Self-directed VoltAIc is included; Collective2 automation remains separate.