Momentum Asset Allocation
Rank asset classes on recent return and hold only the top of the list — a rotational system, not a per-asset on/off switch.
Definition
Momentum Asset Allocation refers to a rotational system, not a per-asset on/off switch. Keep that definition fixed when comparing series, managers, or regimes — renaming the same tape does not create a new signal.
Why it matters
It is a named object desks use to frame risk, positioning, or process. When a rotational system, not a per-asset on/off switch shifts, related hedges, limits, and narratives usually need an explicit update rather than a quiet assumption.
Case
Suppose a desk is positioned for the opposite of what momentum asset allocation is saying. If a rotational system, not a per-asset on/off switch moves against that book, the first question is not “is the story clever?” but whether size, hedges, and stop logic still match the observation.
How to read it
Keep the definition fixed, then challenge it with cross-checks before sizing. Prefer a short written null hypothesis for Momentum Asset Allocation: what would falsify the current reading in the next window?
Ask the macro AI about this object
Opens Copilot with Codex + RAG context, or send the object into Alpha Factory intake.