System memo · Model book · Reference ledger

Momentum Rotator is not a brokerage robot.
It is a model memo for people who trade differently.

A 10-trading-day decision note that publishes a target model book across adaptive leveraged-risk and defensive sleeves. Built for independent operators who want a systematic artifact, not another blinking dashboard.

Signals are model allocations, not brokerage-managed positions. Backtest evidence is labeled separately from live records. This is the system document, the target book, and the operating note.

Filed system note

Here's to the independent operators.

The ones who do not want a trading guru, a broker-managed account, or a dashboard screaming for attention.

They want the model book. The decision note. The reference ledger. The exact thing the system says now, and the audit trail for how it got there.

Momentum Rotator is that document: an adaptive rotation memo that moves slowly, labels its evidence, and only speaks when the target book changes.

Tools for the ones who see the market differently.

MR
Evidence label: Momentum Rotator currently presents model allocations and backtested/reference history. It is not a live brokerage account, not C2 automation, not trade-copying, and not personalized investment advice. Past performance does not guarantee future results.

Inside the memo

What the system actually publishes

A 100% target model book between high-momentum risk sleeves and defensive assets. The point is not more trades. The point is a repeatable operating note.

01

Every 10 trading days, rank the current eligible risk universe by blended intermediate-term momentum.

02

Only underlyings above their 200-day moving average are eligible for risk sleeves.

03

Hold the top eligible risk sleeves, sized by volatility and rounded into coarse allocation buckets.

04

Keep at least 20% defensive, then assign the remainder to the strongest eligible safety sleeve based on defensive momentum.

05

Publish a new decision note only when the target model book changes. No daily churn for tiny model drift.

Regime states

Three states. One current note.

The book can change on the 10-day decision rhythm, while broad-market volatility is monitored daily. The subscriber surface should read like the current memo, not a generic trading cockpit.

NORMAL

The memo can hold up to two risk sleeves, sized by recent volatility, plus a defensive sleeve.

CAUTION

If broad-market volatility rises above the Caution threshold, risk sleeves are cut in half and the remainder moves defensive.

CRISIS

If volatility reaches the Crisis threshold, risk sleeves go to zero and the model book moves fully defensive.

Reference ledger

Backtest evidence, clearly labeled

These figures come from the locked Momentum Rotator research configuration and quantstats/tearsheet artifacts. They are historical model results, not live trading results.

Research periodCAGRSharpeSortinoMax drawdownAlerts/yr
2010-04 to 2026-0725.6%0.921.20-30.0%15.3
2016-01 to 2026-0733.8%1.131.46-30.0%13.9
2001-01 to 2026-07 sim22.5%0.871.13-37.8%14.8

Evidence files

Quantstats HTML and tearsheet artifacts back the research record. The subscriber dashboard labels its equity curve as reference history.

Backtest caveat

The rules were selected with knowledge of 2016 to 2026. Parameter plateaus and split-half checks help, but they do not remove overfit risk.

Live caveat

Live records will be separated from backtest records once production shadow and launch data accumulate.

Weak years stay in the file

The uncomfortable pages are not hidden

-15.1%

2015 research year

-25.7%

2022 research year

near-flat

2011 to 2012 research stretch

This is a leveraged rotation model. Drawdowns can be sharp, and a future bad year can be worse than the historical record. The strategy attempts to manage risk through sizing, defensive rotation, and volatility step-downs, not by promising smooth returns.

Subscriber artifact

What subscribers get

Access is to the system documents and the alerts generated from them, not a managed account or execution layer.

CURRENT MODEL BOOK: target weights and regime state

LATEST DECISION NOTE: what changed and what did not

REFERENCE LEDGER: model book changes and historical hold-period returns

RUN LOG: latest evaluation and decision-cycle timing

Alert style

NEW BOOK

The model target changed. Use this as the current operating note.

CHANGES

Only target-weight changes are listed. No intraday noise. No brokerage execution implied.

ACTION

Review the memo. Decide whether it fits your own process.

MR

Waitlist

Get on the Momentum Rotator list.

Momentum Rotator is in shadow-window review. Join the list and we'll notify you when access opens, what evidence is available, and whether it is bundled into the Portfolio or offered as a standalone memo.

No brokerage connection. No managed account. Just the launch note when the evidence is ready.

Educational and informational only. Pollinate Trading is not a registered investment advisor, broker-dealer, or financial planner. Momentum Rotator describes a systematic model and does not make individualized recommendations.

Hypothetical and backtested performance has material limitations, including hindsight, assumed execution, and the absence of real trading frictions. No representation is made that any account will achieve results similar to those shown.