Classification: (a) a concrete trading idea. The source gives a universe of 5 asset-class ETFs, ranks them by 12-month rate of change, holds the top 3 equally weighted, and rebalances monthly. The Quantpedia original universe is SPY, EFA, IEF, VNQ, GSG. Our USEQ universe file has neither VNQ nor GSG (checked: it has AGG EEM EFA GLD IEF IWM LQD QQQ SHY SPY TIP TLT), so the closest 5-class universe that exists in our data is SPY (US equity), EFA (developed ex-US equity), EEM (emerging equity), IEF (7-10y Treasuries) and GLD (gold, as the real-asset/commodity sleeve). Substitutions: EEM for VNQ, GLD for GSG. This is a set of asset classes chosen before seeing results, not a hand-picked stock list (lesson 151): each ETF is the standard liquid proxy for its class and all five existed and were liquid throughout the test. The universe is 5 names, well under lesson 173's cap of about 10, so ranking costs 5 O(1) lookups per month. Daily history: GLD begins 2004-11, the others earlier, so with a 252-session warm-up the first rebalance is around 2005-11. That gives roughly 20 years and about 240 rebalances, which covers 2008, 2013 (taper), 2020, 2022 (bonds and stocks falling together) and the 2023-26 gold run. Venue: USEQ, zero commission, about 0.02-0.05% round trip in spread and impact. The factory has run USEQ on only 2.5% of its experiments, and none of those used a daily multi-asset rotation of this kind. The mechanism is the long-horizon time-series and cross-asset momentum of macro asset classes (Asness-Moskowitz-Pedersen 2013). It has nothing to do with crypto microstructure, so it adds a new mechanism to a corpus that is 67% BINANCE. Risk profile: 1.0x gross, no leverage, one-third of equity per holding, no stop-loss (a monthly rotation IS the exit; stops on a daily rotation book are extra fitted parameters). Flat state: the primary variant is always invested in 3 of the 5 ETFs, about 0% flat. It is long-only, so it never pays a double-notional sign flip; the lesson-150 concern about 'never flat' designs is sign-flip cost, which does not apply here, and turnover is only about 0.5-1 name per month. PRE-REGISTERED SECOND VARIANT, scored separately and NOT part of the primary claim (lesson 130): an absolute-momentum filter where any top-3 name with a negative 12-month return has its third moved to SHY (cash proxy). This variant is expected to be flat, in SHY, about 15-25% of the time.