# Defensive Cross-Asset Momentum

Selects assets based on six-month momentum and inverse volatility, rebalancing monthly.

Canonical: https://prismaticalgos.com/compendium/algo/11338-defensive-cross-asset-momentum
Record ID: 11338
Catalog rank: 2217 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Trend Following & Directional (A)
Source: https://github.com/aariiparekh3012-collab/Defensive-Cross-Asset-Momentum
Evidence label (unverified): backtest_shown

## Scope and limitations

These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms.

No endorsement, ownership claim or source-code reuse permission is implied.

## Extraction warnings

No automated warnings recorded; this is not validation.

## Recorded profile

- symbols: SPY, TLT, GLD
- timeframes: Daily
- sessions: Month start and month end at 08:00 GMT
- market_regime: any

## Indicators

No indicator stack recorded.

## Recorded long-entry rules

- Not specified.

## Recorded short-entry rules

- Not specified.

## Recorded exit rules

- Not specified.

## Recorded filters

- Momentum filter
- Volatility filter

## Risk controls

- Stop loss: Not specified
- Take profit: Not specified
- Position sizing: Not specified