A two-scenario, trend-based, multi-asset portfolio. If SPY is above its 100-day average, tilt defensively with 70% long-term Treasuries and gold; if not, diversify across equities, Treasuries (long and short), and gold. Rebalance daily (config) to stay aligned with the rule.

- Monitors SPY to gauge market trend using the 100-day moving average. If the 100-day average is below the current SPY price (market above its 100-day average), follow the uptrend/defensive tilt: 70% in long-term Treasuries (VGLT), 10% in broad US stocks (VTI), 20% in gold (SGOL). - If the condition is not met (market not above the 100-day average), switch to a diversified, growth-friendly mix: 20% VTI, 20% VIOV (small-cap value), 20% VGLT (long-term Treasuries), 20% VGSH (short-term Treasuries), 20% SGOL (gold). - The weights sum to 100% in each scenario, implying full allocation across the five assets with no explicit cash reserve (the wrapper “wt-cash-equal” is a structural piece of the plan). - Rebalance frequency is stated as daily, ensuring the portfolio stays aligned with the current rule set, though the plan’s name suggests a quarterly cadence; you can adjust the rebalance to quarterly if preferred. - Assets chosen cover equities (VTI, VIOV), fixed income (VGSH, VGLT), and a hedge (SGOL) to smooth returns across regimes. The 100D signal is a simple, transparent rule designed to be easy to understand and implement rather than to optimize over many parameters.

Out-of-sample, this trend-driven, multi-asset strategy offers better risk-adjusted returns than the S&P 500: higher Sharpe (2.91 vs 2.68), much lower max drawdown (3.28% vs 5.07%), and a strong Calmar (~7.57) with positive alpha.