SLIPSTREAM

Slipstream is a momentum ETF rotation — medium risk, run in public. It rides whatever global region- and sector-ETFs are running hottest and bails the moment the move tires. Two sleeves: a steady core of slow-growth international / dividend ETFs (~35%) held as ballast, and a rotation sleeve (~65%) that chases the leaders.

Every rotation name lives or dies by four mechanical doors, measured from its entry: a −8% stop; once it crosses +13% it's "armed" — then it's sold if it slips back below +13% (lock the gain), pushes past +21% (target), or sits in the +13–21% hallway for two weeks without resolving. When a name dies, the cash rotates straight into the next-hottest ETF — and the name just sold sits out a ~1-month cooldown before it can return, so the book gives fresh candidates a turn instead of churning the same ticker.

A fresh name is held at least a week before the lock or stalled doors can fire (the −8% stop and +21% target stay always-on), so the book doesn't churn inside a week. The core anchors don't follow the tight doors — they hold things together — but they aren't held forever either: a core is swapped for another core-style ETF only on a big move — an outsized fast gain (+18% inside a month, abnormal for a slow anchor), a +30% gain at any pace, or a deep −18% loss.

There's also a market-wide circuit breaker: if the S&P falls 2.5% or more on the day, that's the whole market sliding, not a thesis break — so the book skips trading entirely (no stops, no rotations) and keeps holding for about a trading week before re-evaluating. That length isn't arbitrary: across 877 S&P panic days since 1927, the median time to the post-panic bottom is five sessions, so the book resumes just past where selloffs typically trough instead of dumping into the slide. A genuinely broken name will still be down once the dust settles and get sold then.

All trades happen in a single daily window at the close — same time each day, never intraday — so a busy day is still one rebalance, not a flurry. Paper-tracked, no brokerage connection. NAV is price return; dividends tracked apart.

The universe is built mechanically, not hand-picked. A wide net is cast by whole ETF families — the full single-country lineup (including the obscure ones), all the SPDR sectors plus a broad industry/thematic set, the standard regions, and broad international funds for the core — then pruned by rule only: a name must have 3-month price history by the seed and clear a liquidity floor, both measured at inception. The survivor list is frozen there, so the menu is stable for the life of the book and no ticker gets special treatment.

From that frozen menu, every pick — at the seed and at each rotation — is ranked purely by trailing 1-month and 3-month trend, using only the prices available on that date. Simulated as if it began roughly a month ago and walked forward honestly from there. Set against Apex, it asks a different question: can a disciplined, rules-based rotation through the world's hottest ETFs beat just owning the US market?