Question
If each asset gets its OWN absolute-momentum filter (hold both when both trend, the weaker one when they split, cash when neither beats bills), does that dominate every one-of-two rotation on our pair — or does forcing a single hold actually help by concentrating in the faster riser?
Why it matters
This is where the round converges. Both seed systems force ONE asset at a time (gold-spx-rs-ratio-rotation, gold-spx-switching-strategy); gary-antonacci’s frameworks (GEM) choose ONE best asset but apply absolute filters per-asset. If rotation-onset-co-rally is real, one-of-two rules pay a structural tax exactly when the option-like asset (gold-as-call-option) is starting to pay — and the right skeleton isn’t a rotation at all, it’s a sizing rule: full weight when one trends, both when both trend, cash when neither. Frank’s own live method is closer to that than to either vendor.
First cheap check
Three portfolios, one table, same data pull as filtered-levered-gold-vs-bnh: (a) QS ratio rotation, (b) Antonacci GEM-style choose-best + bills, (c) per-asset 50/50 signal (0/50/100% equity legs). CAGR/DD/Sharpe 1971+. If (c) ≈ (a)+(b) union, the design question is answered before any fancy protocol. Legs partly live in co-rally-tax.
Status notes
- 2026-10-08: opened from Frank’s ingest (“dual momentum should cap this round”). Deliberately NOT promoted yet: let the QS replication and filtered-gold baselines land first, so this study starts from measured components rather than three unverified ones.