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Momentum / Defensive Switch
PublicCombinedMomentum equities while markets rise; defensive bonds when the risk rule flips to off. Two strategies, one portfolio.
Combined2 modelsFixed AllocationRisk-Off set upRebalance every 1 mo
Up to date · as of 19 Jul 202616 yrs · since 2010
Backtest
StrategyS&P 500 (benchmark)
201020132016201920222026
Drawdownmin −16.3%
Final value
$47,600
from $10,000 invested
CAGR
+10.1%
vs +9.8% benchmark
Max drawdown
−16.3%
vs −34% benchmark
Sharpe ratio
0.83
volatility 10.6% · 16 yrs
Simulation 2010-01 → 2026-07 · costs included at every rebalanceBacktests show what would have happened — not what will.
Every rule visible
The whole strategy, in the open.
A strategy is a portfolio of models. The rules at both levels are the ones the backtest above runs on.
Momentum / Defensive SwitchRebalance every 1 mo
Open in the appUS Momentum Rotation60%
Defensive Bond Ladder+40%
RiskS&P 500 200-day moving average
When the market falls below trend, weight shifts to the defensive componentRisk-Off set up
Created from US Momentum Rotation + Defensive Bond Ladder+ · 2026-07-02
US Momentum Rotation60% of the portfolioRebalance every 1 mo
Explore this strategy →Instruments & Screening
The pool this component trades from
StocksS&P 500
Allocation
How capital is weighted within it
Ranking-Based · Average Momentum
Position exits
Auto-close rules on each position
Max positions10
Stop loss · Take profitNot set up
Defensive Bond Ladder+40% of the portfolioRebalance every 6 mo
Explore this strategy →Instruments
The pool this component trades from
4 selectedBond + cash ETFs
Allocation
How capital is weighted within it
Fixed Allocation
Position exits
Auto-close rules on each position
Stop loss · Take profitNot set up
Positions only close at rebalance—
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Fincanva provides no financial advice. Backtests show what would have happened — not what will.