ETF Monthly Rotation

Research & signal data · as of 2026-08-10 View performance →

Strategy Rationale

Core 40% in SPY. Tilt leaders: VLUE, MTUM.

Lookback: 126d · Skip: 21d · Top 2 · Universe: 4 symbols

Universe & Momentum Rankings

#SymbolMomentumClose1M3M6MTarget
1 VLUE 38.9% $197.40 1.0% 8.5% 31.0% 30.0%
2 MTUM 25.7% $309.24 -3.9% 2.6% 22.2% 30.0%
3 SPY 9.8% $774.35 2.6% 5.0% 12.4% 40.0%
4 QUAL 9.2% $226.20 3.0% 7.7% 11.5%

Decision History

Research snapshots captured at each rebalance

Core 40% in SPY. Tilt leaders: VLUE, MTUM.

Holdings: SPY 40%, VLUE 30%, MTUM 30%

Core 40% in SPY. Tilt leaders: VLUE, MTUM.

Holdings: SPY 40%, VLUE 30%, MTUM 30%

Core 40% in SPY. Tilt leaders: VLUE, MTUM.

Holdings: SPY 40%, VLUE 30%, MTUM 30%

Core 40% in SPY. Tilt leaders: VLUE, MTUM.

Holdings: SPY 40%, VLUE 30%, MTUM 30%

Core 40% in SPY. Tilt leaders: VLUE, MTUM.

Holdings: SPY 40%, VLUE 30%, MTUM 30%

Core 40% in SPY. Tilt leaders: VLUE, MTUM.

Holdings: SPY 40%, VLUE 30%, MTUM 30%

Core 40% in SPY. Tilt leaders: VLUE, MTUM.

Holdings: SPY 40%, VLUE 30%, MTUM 30%

Core 40% in SPY. Tilt leaders: VLUE, MTUM.

Holdings: SPY 40%, VLUE 30%, MTUM 30%

Core 40% in SPY. Tilt leaders: VLUE, MTUM.

Holdings: SPY 40%, VLUE 30%, MTUM 30%

Core 40% in SPY. Tilt leaders: VLUE, MTUM.

Holdings: SPY 40%, VLUE 30%, MTUM 30%

Core 40% in SPY. Tilt leaders: VLUE, MTUM.

Holdings: SPY 40%, VLUE 30%, MTUM 30%

Core 40% in SPY. Tilt leaders: VLUE, MTUM.

Holdings: SPY 40%, VLUE 30%, MTUM 30%

Core 40% in SPY. Tilt leaders: VLUE, MTUM.

Holdings: SPY 40%, VLUE 30%, MTUM 30%

Core 40% in SPY. Tilt leaders: VLUE, MTUM.

Holdings: SPY 40%, VLUE 30%, MTUM 30%

Core 40% in SPY. Tilt leaders: VLUE, MTUM.

Holdings: SPY 40%, VLUE 30%, MTUM 30%