The Momentum Crash Guard

About this strategy

Holds a US momentum-factor ETF while the factor's own trailing 12-1 return is positive, and rotates to a value ETF when it turns negative.

1. Agent triggers

   Starts weekly on Mondays at 11:35 AM. It follows a set schedule.

2. Computes its signals

   It analyzes the trailing 12-month return of the momentum fund. It rotates to a value ETF when the return turns negative.

3. Sets the target portfolio

   The target portfolio consists of either a momentum-factor ETF or a value ETF, fully invested. It never holds both at once.

4. Executes orders

   Your account trades toward that target, sells before buys, inside the platform's risk rails: stop-loss and daily loss limits you control.

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