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Holds the 5 strongest names by 6-month return (skipping the last month), refreshed monthly. The most aggressive core strategy: its simulated drawdowns are among the deepest on the core shelf (see the live stats beside this text) and its wins cluster in rebound markets. High risk, high variance.

70% fast momentum stocks, 30% gold ETF, refreshed monthly; momentum's cash spells sit in T-bills. Gold is there to dampen equity drawdowns, not to promise returns. Still a high-risk portfolio.

Warsaw blue chips (WIG20), each weighted inversely to its recent volatility and recomputed monthly — calmer names get more, jumpier less. On this narrow, mean-reverting index low-volatility (not momentum) is the core that pays. Simulated with real Warsaw costs (20 bps) on point-in-time WIG20 membership (archived to 2025-09, held flat after). Depending on the price feed, up to 3 of 28 historical members can be unpriced early on (2020-2022), so the earliest simulated drawdowns read a touch optimistic.

Half trend-following, half fast momentum, in one portfolio; each half parks in T-bills when its own rule says cash. Smoother ride than fast momentum alone.

Holds the U.S. large-caps that members of Congress most recently DISCLOSED buying (equal weight, refreshed monthly, acted on only after the public filing). A transparency novelty over a large-cap pool — no edge over simply holding that pool is claimed.

Owns the top relative-momentum names while their own trend is positive; otherwise moves to cash. Holdings are kept until they clearly weaken (a no-trade band), which cuts trading costs without changing the effect.

Buys the biggest one-week losers in the universe, equally weighted, on the documented short-term reversal effect. A diversifier (it leans opposite to momentum), not an edge — it can lag buy-and-hold, especially in trending markets.

Holds the strongest-trending names (12-month return, skipping the last month), equally weighted, refreshed monthly.

Holds names trading above their 200-day average; steps aside to cash when trends break down. Defensive by construction.

Spreads capital across the universe, giving more weight to lower-volatility names. Recomputed monthly.

An equally-weighted, monthly-refreshed basket of covered-call / option-income ETFs (JEPI, JEPQ, QYLD, XYLD, RYLD, DIVO) — options exposure through real, total-return funds rather than fabricated option backtests. Covered calls trade upside for income: expect a smoother ride but materially LESS upside than a stock index (it lags badly in strong bull markets), and a fund's headline distribution yield is not its total return. No edge over holding the underlying is claimed — an income/low-drama sleeve.

An equally-weighted, monthly basket of defined-outcome / 'buffer' ETFs (e.g. BUFR) — the listed, backtestable cousin of a vertical option spread: a put spread buffers the downside, a short call caps the upside, over a defined period. You trade upside for a downside buffer, so expect less upside than a stock index, and the buffer/cap reset each fund's annual period. Options exposure via real total-return funds, not a fabricated backtest. No edge over the index is claimed.

A 50/50, monthly-refreshed blend of the cash-secured put-write and covered-call ETF baskets — the always-on, listed expression of the options 'wheel' (sell puts, then covered calls). It sells the same short-volatility premium as its two parts, so it's a distinct portfolio, not a second edge. Expect a smoother ride with materially less upside than a stock index; a fund's headline yield is not its total return. No edge over holding the underlying is claimed.

Piles into the names with the biggest recent single-day pops. High variance, for entertainment only — no edge is claimed, and history suggests these names tend to disappoint. Buckle up.

An equally-weighted, monthly basket of cash-secured put-write ETFs (led by PUTW, the CBOE S&P 500 PutWrite fund) — the mirror of covered calls: hold cash, sell puts, collect the premium. By put-call parity it behaves much like the covered-call basket, so it's a DIFFERENT product, not a second edge. The premium is pay for taking the market's fall in a crash (the puts get assigned), and a fund's headline yield is not its total return. No edge over holding the index is claimed.

Holds SHORT-TERM inflation-protected US Treasuries (VTIP) — the 'real risk-free rate' (~2.3% real, plus CPI) at low duration, so it defends purchasing power while staying much calmer than broad TIPS. Still not perfectly flat — even short TIPS dipped when real rates jumped in 2022. FX for non-USD holders; the PLN equivalent is inflation-linked COI/EDO bonds.

Parks 100% in short-term government T-bills (BIL, 1-3 month US Treasuries) — the risk-free rate in USD, at near-zero volatility. A safe harbour and the benchmark every other strategy must beat. Not truly risk-free once you cross currencies (FX), sell long bonds early (duration) or count inflation — match it to your own currency (PLN: EDO/ETFBCASH, EUR: XEON).

Where to park cash for interest — Trade Republic, XTB, IBKR and more, per currency. A FREE guide, not a strategy: broker rates float and there's no track record to backtest. Tap for the full per-broker breakdown and the catch behind each rate.