Strategy #1 is live, and it lost to a 60/40 portfolio.

Out of sample (2011-2026), the dual-momentum ETF rotation returned 7.18%/yr with a 0.77 Sharpe and a -16.34% max drawdown. Plain 60/40 SPY/IEF returned 9.75%/yr with a 0.99 Sharpe and a -21.02% drawdown over the same window. Less return, less pain. In a block bootstrap of the Sharpe difference, 88% of resamples put the strategy behind 60/40, and the 95% interval [-0.60, +0.16] still crosses zero, so we can’t even call the gap real.

That’s the pitch. You get the numbers that came out, not the numbers that sell.

What ships every month:

• Full source, runnable end to end on free public data
• In-sample and out-of-sample results, plus a walk-forward
• Parameter-surface, cost, and timing-luck sensitivity so you can see how fragile it is
• A “how this fails” section longer than the section on how it works

You are not buying signals. You are buying reproducible work you can rerun and check line by line, including the parts that didn’t work. If a month’s strategy dies in walk-forward, it ships anyway with the autopsy attached. Those months are usually the useful ones.

Free tier gets last month’s complete strategy, code included, so you can audit the work before paying for anything.

Educational research only. Not investment advice. Backtested and hypothetical results have inherent limitations and do not predict future returns.