Derived by the Research Lead from Lamoureux and Zhang: test whether increasing power-utility curvature when estimating characteristic-dependent portfolio weights improves subsequent portfolio performance. Use daily USEQ bars, aggregated into monthly observations, for nine established sector ETFs. This is an operationalization of the paper's portfolio-selection mechanism, not a reproduction of its CRSP/Compustat experiment. Retain its 12-month momentum excluding the latest month and 60-month market-model residual volatility. Omit size and book-to-market because historical capitalization and accounting inputs are unavailable; neither is replaced by a price proxy. Choose an equal-weight benchmark, SPY as the market-model reference, constrained exposures, and a shorter estimation sample. Fit coefficients exclusively from pre-evaluation warm-up history and freeze them throughout each evaluation window. Execute monthly rebalances at a completed session's close; no next-session-open execution is required. The supplied full text provides the algorithm, so this proposal does not rely solely on the abstract.