Strategies/AlphaOne Momentum

AlphaOne Momentum

TacticalPro

Based on research by Bill Sadek · Contributed by Bill Sadek (2026-04). Weekly rotation with Market-On-Close execution.

This is BestFolio's independent implementation. Not affiliated with or endorsed by the original author.

About this Strategy

Bill Sadek's weekly Dual Momentum strategy. Each Friday, ranks a 12-ETF universe (MGK, VUG, IWY, FPX, ONEQ, MDY, USMV, SPLV, BNDX, BND, SHV, IEI) by a composite of 1/3/6/9-month rank-order momentum.

The complete strategy logic, asset universe, and rebalancing rules are available to Pro subscribers. This includes the full methodology description, author notes, and implementation details.

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Strategy Rules

Pro subscribers only

  1. 1Universe: MGK, VUG, IWY, FPX, ONEQ, MDY, USMV, SPLV, BND, AGG, LQD, IEI
  2. 2Every Friday at close, compute 13-week total return (Standard) or 4-week (Fast)
  3. 3Drop any asset with non-positive momentum
  4. 4Select the single ETF with highest momentum
  5. 5Allocate 100% to the winner, executing Market-On-Close
  6. 6If no asset qualifies → 100% BIL (cash proxy)

Asset Universe

Pro subscribers only

12 instruments this strategy can hold

MGKMGK
VUGVUG
IWYIWY
FPXFPX
ONEQONEQ
MDYS&P 400 Mid Cap
USMVMSCI USA Min Volatility
SPLVSPLV
BNDXTotal Intl Bond
BNDTotal US Bond
SHVShort Treasury
IEI3-7Y Treasuries

Key Differentiators

Weekly rebalancingTactical rotation2 variants

Research Source

BS

Based on research by Bill Sadek

Contributed by Bill Sadek (2026-04). Weekly rotation with Market-On-Close execution.

Strategy Info

Type
Tactical (TAA)
Frequency
weekly
Next Rebalance
Apr 1709:30 ET (6d)
Variants
2
Type
Tactical Asset Allocation (TAA)
Trading Frequency
Weekly (Friday close)
Rebalancing
Full portfolio rebalance each Friday
Universe Size
12 ETFs (8 equity sleeves + 4 bond sleeves)
Momentum Scoring
13-week total return (Standard); 4-week (Fast)
Concentration
Winner-take-all — 100% to single asset
Cash Trigger
No asset with positive momentum → 100% BIL
Execution
Friday Market-On-Close (MOC)
Data Source
Yahoo Finance (14 weeks minimum history)

Asset Classes

US Large-Cap GrowthUS Mega-Cap GrowthIPO FactorNasdaq CompositeUS Mid-CapLow Volatility FactorUS Aggregate BondsInvestment-Grade CorporatesIntermediate Treasuries

AlphaOne Momentum — Tactical Asset Allocation Strategy

Bill Sadek's AlphaOne Momentum is a focused, winner-take-all WEEKLY momentum strategy that picks the single strongest ETF from a 12-asset universe each Friday. Designed to complement longer-term monthly TAA models by responding more quickly to leadership shifts, while the winner-take-all design avoids the performance dilution typical of multi-position portfolios.

The universe spans five risk-on sleeves (large-cap growth, IPO tilt, Nasdaq, mid-cap, low-volatility factors) and four risk-off sleeves (core bonds, aggregate bonds, investment-grade corporates, intermediate Treasuries). Each Friday at close, the strategy ranks all candidates by 13-week momentum (Standard) or 4-week momentum (Fast) and allocates 100% to the winner. If no asset has positive momentum, it moves to cash (BIL).

Strategy Details

Type
Tactical (TAA)
Rebalancing
weekly
Variants
2
Author
Bill Sadek
Source
Contributed by Bill Sadek (2026-04). Weekly rotation with Market-On-Close execution.

Asset Classes

  • US Large-Cap Growth
  • US Mega-Cap Growth
  • IPO Factor
  • Nasdaq Composite
  • US Mid-Cap
  • Low Volatility Factor
  • US Aggregate Bonds
  • Investment-Grade Corporates
  • Intermediate Treasuries

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