ETF Monthly Rotation

Research & signal data · as of 2026-10-12 View performance →

Strategy Rationale

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

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

Universe & Momentum Rankings

#	Symbol	Momentum	Close	1M	3M	6M	Target
1	VLUE	41.7%	$197.46	-2.4%	1.1%	29.1%	30.0%
2	MTUM	25.9%	$315.33	2.9%	-1.4%	18.7%	30.0%
3	SPY	14.8%	$777.99	2.0%	3.5%	13.4%	40.0%
4	QUAL	12.4%	$227.67	3.6%	3.8%	13.3%	—

Decision History

Research snapshots captured at each rebalance

2026-10-15T21:30:06 · signal date 2026-10-12

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

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

2026-10-14T21:30:06 · signal date 2026-10-12

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

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

2026-10-13T21:30:05 · signal date 2026-10-12

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

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

2026-10-12T21:30:04 · signal date 2026-10-12

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

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

2026-10-09T21:30:05 · signal date 2026-10-05

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

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

2026-10-08T21:30:04 · signal date 2026-10-05

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

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

2026-10-07T21:30:04 · signal date 2026-10-05

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

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

2026-10-06T21:30:04 · signal date 2026-10-05

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

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

2026-10-05T21:30:04 · signal date 2026-10-05

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

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

2026-10-02T21:30:04 · signal date 2026-09-28

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

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

2026-10-01T21:30:05 · signal date 2026-09-28

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

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

2026-10-01T14:30:07 · signal date 2026-09-28

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

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

2026-09-30T21:30:03 · signal date 2026-09-28

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

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

2026-09-29T21:30:05 · signal date 2026-09-28

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

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

2026-09-28T21:30:07 · signal date 2026-09-28

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

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