Dual TYR Momentum Strategy

TYR Strategy — Disciplined Rotation, Built to Endure TYR takes its name from the Norse god of order, justice, and protection, a fitting symbol for a strategy designed to navigate markets with discipline and resilience. Trading Idea TYR is a quantitative dual-momentum rotation strategy inspired by the principles behind Ray Dalio's All Weather philosophy: the idea that different assets thrive in different economic regimes. Rather than predicting markets, TYR lets price momentum do the talking. Assets The strategy trades ETFs within the Wikifolio universe. When all assets show negative momentum, the strategy rotates defensively into a position linked to the 30-Year U.S. Treasury Yield, preserving capital during risk-off environments. Decision Criteria Each month, a weighted score is calculated for every asset across lookback windows. The asset with the highest positive score receives the allocation. There is no leverage, no forecasting, and no emotional override, just a systematic signal, applied consistently. Holding Period Securities are held for approximately one month, with the portfolio reviewed and rebalanced at the end of each calendar month. Sources & Decision Making Signals are generated programmatically using historical price data. The model is rules-based and fully systematic, human judgment is limited to strategy design and monthly execution. No analyst reports, no news sentiment, no discretionary calls.