This is a less active, short to medium term Rotation Strategy that exploits the both the turn of the month phenomenon (i.e. best time to buy stocks tends to be near the end of the current month/beginning of the following month) and also the well known Momentum characteristic of the market (a stock in motion tends to stay in motion, and the trend is your friend until the final bend at the end!). 

The individual stocks in the Nasdaq 100 Universe are ranked by absolute strength over varying time periods.  The Strategy chooses the strongest six (6) stocks on the Rotation Day (which is 3 trading days before the end of the month).  It buys all stocks in the list and sells all positions not currently in the list.  If a stock from the previous month is also on the list on Rotation Day, then the position is kept.  Each position is equal weighted 16.67% in the total portfolio allocation allotted.  (Example - $60,000 / 6 positions = $10,000 per position).

The Strategy also uses various market regime filters and "kill switches" to decide whether each position should be in the market, or not.  The Strategy will rotate into cash on a position by position basis should the conditions warrant on any given day (position status will change from "BUY" to "#Exit").  Those managing this Strategy should check positions that need to be exited every day or every several days at most in case there is a change in position status.  Therefore, both individual stock positions may rotate fully into cash and stay in cash from time to time AND the entire portfolio may do the same (go to cash), as would be the case in the event of a "Bear Market", as defined by the Strategy Rules.