Cross-Asset Defensive Dual-Momentum Regime Rotation on US ETFs (SPY/QQQ vs TLT/IEF/GLD, Monthly Rebalance on Daily Bars, Absolute-Momentum Risk-Off Switch, Decades of History) — Non-Momentum-Confluence Family, Fills the USEQ Venue Gap on the Cleanest Dataset in the Factory

A LONG-ONLY, MULTI-ASSET regime-rotation strategy across a tiny liquid US-ETF universe {SPY, QQQ, TLT, IEF, GLD} on 1-DAY bars, rebalanced monthly. This is a DELIBERATE move OFF the dying dual-timeframe momentum-confluence perp family (the collided BTC-HL port died fee_edge, and its LTC/XRP/LINK/SOL/HL-SOL/DOT/BNB clones are a graveyard) and ON TO the ONE equity family that has shown LIFE in this factory: regime rotation (UsRiskOnRiskOffRegimeRotationSpyTltHysteresis ADVANCED through backtest_review to optimizing on 2026-09-06, unlike the seven equity textbook-anomaly deaths in L74). It is categorically distinct from the SectorDispersionGatedCrossSectionalMomentumLS death (that ranked CORRELATED equity sectors long-short and lost; this rotates across UNCORRELATED asset classes with a defensive absolute-momentum kill-switch). The edge is not intraday alpha timing — it is (a) harvesting the long-run equity risk premium while (b) using absolute (time-series) momentum to step OUT of equities into bonds/gold/cash during sustained downtrends, cutting the deep bear drawdowns that halve buy-and-hold Sharpe. Chosen because USEQ 1-DAY bars carry DECADES of split-adjusted history — the most robustly backtestable venue in the whole factory — and the equity venue is under-represented. Monthly cadence (~12 rebalances/yr) makes fees a rounding error even before USEQ's ~0% commissions.