Is there an explanation of how this works anywhere?

TrendXplorer originally posted on seekingalph.com in 2016

Generalized Protective Momentum | Seeking Alpha

I ran my own simulations in Python and analyzing his the decision to switch between risk and safe equities would be much more effective using a nonlinear curve similar to fuzzy logic’s method.
I attempted to run it in GTR1 but needed help from Robbie to accomplish the current version.
You might like Keller an JW Keuning’s newest TAA strategy Hybrid Asset Allocation a little better.
Dual and Canary Momentum with Rising Yields/Inflation: Hybrid Asset Allocation (HAA) by Wouter J. Keller, Jan Willem Keuning :: SSRN

Independently verified here

Hybrid Asset Allocation - Allocate Smartly

And just for good measure a TAA strategy based on Risk Premium Value
Testing a Risk Premium Value Strategy - Allocate Smartly

Hybrid and Risk Premium are individually nice historical performers but they are based on two completely different principals with less than 40% correlation in their returns. A 50/50 portfolio of each of these gives a nice mix. Allocate smartly has a feature where you can test a blend of strategy’s.

I like the concept of not putting all my eggs in one basket.