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
— Strategy
0.00%
CAGR
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 — no manual judgment required.
EMA
Trend filter
An EMA filter must clear before any sector receives capital. Blocked crypto during the 2018–19 and 2022 bear markets entirely.
Past performance does not guarantee future results. Backtest period: 2006–2026. PIT-clean — no survivorship bias.
— Why Momentum Capital
01
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.
02
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.
03
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%.
— Process
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