Monthly rotation of best-performing assets vs. buy-and-hold

Archived study

Constructs a monthly asset-rotation example using trailing information and compares it with equal-weight buy-and-hold. The archive records selected assets, data cutoffs, and strategy calculations.

Interpretation and limits

The market history is simulated, not downloaded historical prices. This illustrates point-in-time decision rules and look-ahead concerns, not evidence that rotation reliably outperforms in real markets.

Package and provenance

The original .science export and matching poster are preserved byte-for-byte from the upstream case. The package contains the conversation, session metadata, and the resources inventoried in its internal manifest. This introduction summarizes the archived record; the research, external sources, and model evaluations were not rerun for this import.