A LONG-ONLY, SINGLE-SLEEVE-AT-A-TIME macro REGIME ROTATION on three highly liquid, structurally uncorrelated US ETFs: SPY (US equity beta), TLT (long-duration Treasuries), GLD (gold). Each month the strategy ranks the three by trailing total-return momentum and holds 100% of the strongest sleeve, with an ABSOLUTE-momentum filter that rotates to cash (short T-bill proxy / flat) when even the leader's trailing return is negative. This is a deliberate DEPARTURE from the collided idea family: it is NOT a crypto ratio pair, NOT dollar-neutral, NOT SOL/ETH, NOT a trend/reversion mechanism on a single perp, NOT funding/OI/premium/liquidation/trade-tick, NOT options, NOT a sub-hourly churner, and NOT a cross-sectional dispersion-gated sector basket (the class that just died on 27yr USEQ history — that mechanism ranks MANY correlated names inside one asset class and nets to noise; this ranks THREE deeply uncorrelated macro sleeves whose regimes rotate on multi-quarter horizons). The edge is the well-documented macro momentum + defensive-escape structure (Antonacci-style dual momentum): capital persistently rotates between the risk-on equity regime, the flight-to-duration regime, and the inflation/real-asset regime, and holding whichever sleeve is currently trending — with a hard exit to cash when nothing is trending up — has historically raised risk-adjusted return and roughly halved drawdown versus buy-and-hold equity. It fills the badly under-represented EQUITY venue (non-crypto, non-BTC — the corpus is 62% BTC) with a low-frequency, low-parameter mechanism that has DECADES of clean daily split-adjusted history (GLD since 2004 → ~21yr) for a genuinely powered walk-forward, and it is uncorrelated with the factory's long-biased crypto momentum survivors.