Non-options momentum rotation strategy for comparison. Rotates across 8 asset classes (US stocks, international, bonds, commodities) based on trend signals. Demonstrates how wheel strategies compare to tactical approaches.
Systematic momentum rotation across 8 asset classes
The QuantK Tactical portfolio employs a diversified multi-asset tactical rotation strategy, allocating capital across commodities, equities, bonds, and precious metals to capture opportunities across market cycles. The approach balances growth exposure through emerging markets and tech (EEM, QQQ) with defensive positioning in treasuries, high-yield bonds, and gold. With minimal concentration in any single holding, the strategy appears designed to generate returns while managing volatility through broad diversification.
Markets trend. This portfolio follows momentum, rotating monthly into the top 4 ETFs that pass both a trend filter and momentum ranking. The goal: capture upside in rising assets, avoid falling knives, and let systematic rules remove emotion.
Inspired by @Quant_Kurtis
How each holding would perform with equal $10K allocation
GLD leads with a 25.0% return, turning $10,000 into $12,498. The portfolio balances growth-oriented and income-focused ETFs for diversified returns.
Protection ratings during market downturns
| ETF | Strategy | Max Drawdown | Worst Month | Beta | Protection |
|---|---|---|---|---|---|
| HYG | High-Yield Bonds | -1.2% | Oct 25 | 0.70 | ●●●●● |
| TLT | Long-Term Treasury | -4.9% | Feb 26 | 2.34 | ●●●●○ |
| SPY | S&P 500 Index | -5.1% | Nov 25 | 1.00 | ●●●●○ |
| EEM | Emerging Markets | -5.2% | Nov 25 | 0.98 | ●●●●○ |
| EFA | Int'l Developed | -5.5% | Nov 25 | 1.02 | ●●●●○ |
| DBC | Commodities | -7.0% | Feb 26 | 0.88 | ●●●○○ |
| QQQ | Nasdaq 100 Index | -7.9% | Nov 25 | 1.15 | ●●○○○ |
| GLD | Gold | -13.9% | Feb 26 | 0.51 | ●●○○○ |
HYG showed the strongest downside protection with only a -1.2% maximum drawdown and a 0.70 beta.
GLD experienced the largest drawdown at -13.9%, though still modest compared to broad market indices.
How each ETF performed during the worst month:
Top 4 momentum leaders as of last rebalance
All 8 ETFs ranked by 6-month return with dual trend filter
| Rank | ETF | 6-Mo Return | Price | 200-SMA | Trend Filter | Status |
|---|---|---|---|---|---|---|
| 1 | GLD | +46.2% | $453.97 | $349.54 | PASS | HELD |
| 2 | EEM | +21.5% | $58.80 | $50.75 | PASS | HELD |
| 3 | EFA | +16.4% | $101.78 | $90.63 | PASS | HELD |
| 4 | DBC | +14.9% | $24.19 | $21.76 | PASS | HELD |
| 5 | SPY | +9.1% | $686.19 | $640.68 | PASS | — |
| 6 | QQQ | +7.0% | $605.75 | $575.04 | PASS | — |
| 7 | HYG | +3.3% | $80.62 | $78.35 | PASS | — |
| 8 | TLT | +0.7% | $86.54 | $86.26 | PASS | — |
Monthly rebalancing decisions
| Date | Action | Out | In | Holdings After |
|---|---|---|---|---|
| Jan 2, 2026 | Rotate | SPY | EFA | GLD EEM EFA QQQ |
| Dec 2, 2025 | Hold | — | — | GLD QQQ EEM SPY |
| Nov 2, 2025 | Hold | — | — | QQQ EEM SPY GLD |
| Oct 2, 2025 | Initial | — | QQQ EEM SPY GLD | QQQ EEM SPY GLD |
Month-by-month performance tracking
| Month | Portfolio | DBC | EEM | EFA | GLD | HYG | QQQ | SPY | TLT |
|---|---|---|---|---|---|---|---|---|---|
| Oct 2025 | -9.6% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Oct 2025 | 0.0% | -0.7% | +0.5% | +0.2% | -0.4% | 0.0% | +0.4% | +0.1% | +0.3% |
| Oct 2025 | +0.2% | +0.3% | +0.3% | +0.8% | +0.8% | -0.1% | -0.4% | 0.0% | -0.2% |
| Oct 2025 | +0.5% | +1.0% | +0.5% | +0.2% | +1.9% | 0.0% | +0.8% | +0.4% | -0.8% |
| Oct 2025 | -0.1% | +0.4% | -0.8% | -0.9% | +0.5% | -0.1% | -0.5% | -0.4% | +0.6% |
| Oct 2025 | +0.6% | +0.1% | +0.8% | +0.3% | +1.7% | -0.1% | +1.1% | +0.6% | +0.1% |
| Oct 2025 | -0.7% | -0.9% | -1.0% | -0.8% | -1.8% | -0.3% | -0.1% | -0.3% | -0.1% |
| Oct 2025 | -1.4% | -2.1% | -3.7% | -1.8% | +1.0% | -0.6% | -3.5% | -2.7% | +1.6% |
| Oct 2025 | +1.4% | +1.3% | +2.9% | +0.8% | +2.4% | +0.6% | +2.1% | +1.5% | -0.1% |
| Oct 2025 | -0.2% | -1.1% | -0.9% | +0.4% | +0.7% | +0.1% | -0.7% | -0.1% | +0.3% |
| Oct 2025 | +0.7% | +0.4% | +1.6% | +0.5% | +1.7% | +0.3% | +0.7% | +0.4% | -0.2% |
| Oct 2025 | +0.4% | -0.2% | +0.7% | +0.5% | +2.3% | -0.4% | -0.4% | -0.7% | +0.8% |
| Oct 2025 | -0.1% | -0.1% | 0.0% | +0.2% | -1.9% | +0.3% | +0.7% | +0.6% | -0.1% |
| Oct 2025 | +1.2% | +1.0% | +1.4% | +0.8% | +3.6% | +0.2% | +1.3% | +1.0% | +0.4% |
| Oct 2025 | -1.2% | -1.0% | -1.1% | -0.7% | -6.4% | -0.1% | 0.0% | 0.0% | +0.5% |
| Oct 2025 | 0.0% | +1.6% | -0.1% | -0.1% | 0.0% | -0.1% | -1.0% | -0.5% | +0.1% |
| Oct 2025 | +0.5% | +1.7% | +0.9% | +0.5% | +0.4% | +0.2% | +0.8% | +0.6% | -0.7% |
| Oct 2025 | +0.3% | 0.0% | +0.7% | +0.2% | -0.3% | +0.3% | +1.1% | +0.8% | 0.0% |
| Oct 2025 | +0.3% | -0.2% | +1.1% | +0.7% | -2.8% | +0.2% | +1.8% | +1.2% | +0.3% |
| Oct 2025 | -0.1% | -0.9% | 0.0% | 0.0% | -0.7% | -0.1% | +0.8% | +0.3% | +0.3% |
| Oct 2025 | -0.1% | +0.5% | +0.6% | -0.6% | -0.4% | -0.3% | +0.4% | +0.1% | -1.0% |
| Oct 2025 | -0.4% | 0.0% | -1.0% | -0.4% | +2.0% | -0.2% | -1.5% | -1.1% | -0.6% |
| Oct 2025 | 0.0% | +0.7% | -0.2% | -0.2% | -0.5% | 0.0% | +0.5% | +0.3% | -0.3% |
| Nov 2025 | +0.2% | +0.7% | +0.6% | 0.0% | +0.2% | -0.3% | +0.5% | +0.2% | -0.2% |
| Nov 2025 | -1.0% | -0.7% | -1.8% | -1.0% | -1.8% | 0.0% | -2.0% | -1.2% | +0.2% |
| Nov 2025 | +0.3% | -0.3% | +0.9% | +0.6% | +1.2% | +0.1% | +0.7% | +0.4% | -1.1% |
| Nov 2025 | -0.3% | +0.1% | -0.7% | -0.2% | -0.1% | 0.0% | -1.9% | -1.1% | +0.9% |
| Nov 2025 | +0.1% | +0.2% | -0.3% | +0.4% | +0.6% | +0.1% | -0.3% | +0.1% | -0.2% |
| Nov 2025 | +1.3% | +1.1% | +1.8% | +1.1% | +2.7% | +0.3% | +2.2% | +1.6% | 0.0% |
| Nov 2025 | +0.3% | +0.7% | +0.1% | +0.7% | +0.4% | +0.1% | -0.3% | +0.2% | +0.5% |
| Nov 2025 | +0.1% | -1.1% | 0.0% | +0.6% | +1.6% | -0.2% | -0.1% | +0.1% | +0.2% |
| Nov 2025 | -1.0% | -0.5% | -1.2% | -1.1% | -0.8% | -0.4% | -2.0% | -1.7% | -0.8% |
| Nov 2025 | -0.3% | +0.2% | +0.1% | -0.3% | -1.8% | 0.0% | +0.1% | 0.0% | -0.6% |
| Nov 2025 | -0.7% | -0.1% | -1.2% | -1.3% | -1.1% | -0.2% | -0.9% | -0.9% | +0.2% |
| Nov 2025 | -0.3% | +0.8% | -0.5% | -1.3% | +0.7% | 0.0% | -1.2% | -0.8% | 0.0% |
| Nov 2025 | -0.1% | -1.0% | -0.4% | -0.3% | +0.2% | +0.1% | +0.6% | +0.4% | -0.2% |
| Nov 2025 | -0.9% | -1.0% | -1.4% | -1.4% | 0.0% | -0.1% | -2.4% | -1.5% | +0.4% |
| Nov 2025 | +0.3% | -0.7% | 0.0% | +1.6% | -0.1% | +0.3% | +0.8% | +1.0% | +0.3% |
| Nov 2025 | +1.0% | +0.5% | +1.1% | +0.1% | +1.6% | +0.3% | +2.6% | +1.5% | +0.6% |
| Nov 2025 | +0.4% | -0.5% | +0.4% | +1.2% | 0.0% | +0.4% | +0.6% | +0.9% | +0.3% |
| Nov 2025 | +0.7% | +1.1% | +0.7% | +1.1% | +0.8% | +0.1% | +0.9% | +0.7% | +0.4% |
| Nov 2025 | +0.5% | +1.3% | +0.1% | +0.3% | +1.2% | +0.1% | +0.8% | +0.5% | -0.5% |
| Dec 2025 | -0.2% | +0.3% | -0.1% | -0.5% | +0.5% | -0.2% | -0.3% | -0.5% | -1.2% |
| Dec 2025 | +0.1% | -0.4% | 0.0% | +0.3% | -0.6% | +0.2% | +0.8% | +0.2% | +0.1% |
| Dec 2025 | +0.2% | +0.5% | +0.1% | +0.5% | -0.1% | +0.1% | +0.2% | +0.4% | +0.3% |
| Dec 2025 | 0.0% | +0.3% | 0.0% | +0.3% | +0.1% | +0.1% | -0.1% | +0.1% | -0.5% |
| Dec 2025 | +0.2% | +0.6% | +0.8% | 0.0% | -0.2% | 0.0% | +0.4% | +0.2% | -0.5% |
| Dec 2025 | -0.4% | -1.2% | -0.2% | -0.3% | -0.3% | -0.2% | -0.2% | -0.3% | -0.3% |
| Dec 2025 | 0.0% | -0.2% | -0.2% | -0.1% | +0.5% | -0.1% | +0.1% | -0.1% | +0.1% |
| Dec 2025 | +0.6% | +0.6% | +1.1% | +1.1% | +0.4% | +0.3% | +0.4% | +0.7% | +0.4% |
| Dec 2025 | +0.1% | -0.1% | -0.5% | +0.6% | +1.1% | 0.0% | -0.3% | +0.2% | -0.1% |
| Dec 2025 | -0.8% | -0.8% | -1.2% | -0.5% | +0.6% | -0.2% | -1.9% | -1.1% | -1.0% |
| Dec 2025 | -0.1% | -0.5% | -0.3% | +0.6% | +0.1% | +0.1% | -0.5% | -0.1% | +0.1% |
| Dec 2025 | -0.2% | -1.0% | -0.6% | -0.5% | 0.0% | +0.1% | +0.2% | -0.3% | +0.5% |
| Dec 2025 | -0.3% | +1.2% | -0.7% | -0.8% | +0.9% | -0.1% | -1.8% | -1.1% | -0.1% |
| Dec 2025 | +0.5% | -0.7% | +1.1% | +0.7% | -0.2% | +0.3% | +1.5% | +0.8% | +0.5% |
| Dec 2025 | +0.5% | +0.7% | +1.0% | +0.7% | +0.1% | -0.1% | +1.3% | +0.9% | -0.4% |
| Dec 2025 | +0.7% | +1.3% | +0.5% | +0.2% | +2.3% | +0.1% | +0.5% | +0.6% | -0.2% |
| Dec 2025 | +0.6% | +1.1% | +0.6% | +0.6% | +1.3% | +0.1% | +0.5% | +0.5% | +0.2% |
| Dec 2025 | +0.2% | 0.0% | +0.2% | +0.1% | -0.4% | +0.2% | +0.3% | +0.4% | +0.6% |
| Dec 2025 | +0.3% | +0.3% | +0.7% | +0.2% | +1.2% | -0.1% | 0.0% | 0.0% | -0.3% |
| Dec 2025 | -0.8% | -0.9% | -0.3% | -0.3% | -4.3% | 0.0% | -0.5% | -0.4% | +0.4% |
| Dec 2025 | +0.1% | +0.7% | +0.4% | +0.2% | +0.1% | +0.1% | -0.2% | -0.1% | -0.2% |
| Dec 2025 | -0.6% | -1.2% | -0.3% | -0.4% | -0.7% | -0.1% | -0.8% | -0.7% | -0.8% |
| Jan 2026 | +0.6% | +0.1% | +2.8% | +1.1% | +0.5% | +0.1% | -0.2% | +0.2% | -0.1% |
| Jan 2026 | +1.1% | +1.9% | +1.1% | +1.1% | +2.6% | +0.3% | +0.8% | +0.7% | +0.5% |
| Jan 2026 | +0.4% | 0.0% | +0.7% | +0.1% | +1.1% | 0.0% | +0.9% | +0.6% | -0.2% |
| Jan 2026 | -0.3% | -0.9% | -0.8% | -0.4% | -1.0% | 0.0% | +0.1% | -0.3% | +0.6% |
| Jan 2026 | +0.1% | +1.3% | 0.0% | 0.0% | +0.5% | +0.1% | -0.6% | 0.0% | -0.5% |
| Jan 2026 | +0.6% | +0.1% | +0.5% | +0.9% | +0.7% | +0.1% | +1.0% | +0.7% | +0.7% |
| Jan 2026 | +0.7% | +1.3% | +1.4% | +0.6% | +1.9% | +0.1% | +0.1% | +0.2% | -0.3% |
| Jan 2026 | -0.1% | +0.8% | -0.7% | -0.6% | -0.1% | 0.0% | -0.1% | -0.2% | +0.2% |
| Jan 2026 | +0.2% | +0.1% | +0.4% | +0.5% | +1.0% | 0.0% | -1.1% | -0.5% | +0.6% |
| Jan 2026 | -0.1% | -0.8% | +0.6% | 0.0% | -0.6% | 0.0% | +0.4% | +0.3% | 0.0% |
| Jan 2026 | -0.2% | -0.2% | -0.4% | +0.3% | -0.5% | +0.1% | -0.1% | -0.1% | -0.6% |
| Jan 2026 | -0.3% | +1.4% | -1.0% | -1.5% | +3.8% | -0.3% | -2.1% | -2.0% | -1.3% |
| Jan 2026 | +1.1% | +1.1% | +1.7% | +1.0% | +1.5% | +0.3% | +1.4% | +1.1% | +0.8% |
| Jan 2026 | +0.6% | 0.0% | +0.8% | +0.4% | +1.8% | +0.1% | +0.7% | +0.5% | +0.4% |
| Jan 2026 | +0.7% | +1.8% | +0.6% | +0.5% | +1.4% | -0.1% | +0.3% | 0.0% | +0.3% |
| Jan 2026 | +0.5% | +0.4% | +0.2% | +0.5% | +1.5% | +0.1% | +0.4% | +0.5% | +0.5% |
| Jan 2026 | +1.1% | +1.4% | +2.0% | +1.6% | +2.5% | 0.0% | +0.9% | +0.4% | -0.6% |
| Jan 2026 | +0.7% | +1.3% | +0.7% | -1.1% | +3.9% | -0.2% | +0.3% | 0.0% | -0.2% |
| Jan 2026 | +0.2% | +1.4% | -0.5% | +0.7% | +0.3% | 0.0% | -0.6% | -0.2% | 0.0% |
| Jan 2026 | -2.7% | -3.4% | -2.2% | -0.9% | -10.3% | +0.1% | -1.2% | -0.3% | -0.6% |
| Feb 2026 | -1.0% | -3.6% | +0.3% | +0.7% | -4.0% | -0.4% | +0.7% | +0.5% | -0.7% |
| Feb 2026 | +1.0% | +2.6% | +0.5% | +0.1% | +6.4% | -0.1% | -1.5% | -0.9% | +0.2% |
| Feb 2026 | +2.3% | +1.2% | -0.8% | -0.7% | -2.1% | +0.5% | +0.9% | +0.4% | +0.4% |
| TOTAL | +0.7% | +12.1% | +11.2% | +8.8% | +24.2% | +1.7% | +3.7% | +4.0% | -1.2% |
This is a defensive-leaning tactical allocation designed for moderate risk-adjusted returns through diversification rather than conviction bets. With a strong Sharpe ratio of 3.46 and minimal drawdown (0.4%), the portfolio prioritizes capital preservation and steady income generation over aggressive growth. The risk/reward profile is balanced but unexciting—investors should expect mid-single-digit returns with lower volatility, making it suitable for conservative tacticians but potentially underperforming in sustained bull markets.