A rule-based, rate-aware, risk-on/off strategy that switches between cash-like safety, leveraged growth assets, dollar exposure, and a refined HFEA blend of equities/bonds, with crash and rate-signal safeguards and no K-1 ETFs.

- The system looks for a market crash signal using a 40-day lookback RSI on the S&P volatility proxy (VIXM). If this signal is very high (RSI > 69), the strategy tilts fully toward a safe position in short-term Treasuries (SHY) as a hedge against a crash. - If there is no crash signal, it checks whether bonds have outperformed cash recently (60-day cumulative return of BND vs BIL). If bonds are outperforming, the strategy shifts to a risk-on posture using a pool of leveraged equity/bond ETFs: TECL (tech), SOXL (semis), FAS (financials), TQQQ (QQQ), UPRO (S&P 500), and TMF (long Treasuries). From this pool, it ranks the assets by a momentum-like measure (based on a short RSI window of 10 days) and selects the 3 with the strongest setup. Roughly 68% of the portfolio is allocated across those three, with the remainder kept in cash equivalents. The goal is to ride a broad, leveraged-growth bounce when the market environment looks healthy and rates are not impeding risk appetite. - If bonds have not outperformed cash (Rising Rates signal region), the strategy moves to risk-off with a dollar-bullish stance (USDU) and selects one of two inverse assets (SQQQ or TBF) based on which shows better momentum (RSI over 20 days). The result is an allocation intended to profit when the dollar strengthens and growth assets become riskier in a rising-rate regime. - In a specialized Falling Rates scenario, the strategy deploys a refined HFEA (Hedgefundie’s Enhanced Allocation) that combines UPRO and TMF in a 55/45 split, but only if a short-term price/volatility check passes (a safeguard using SPY’s drawdown and a longer-term drawdown threshold). If conditions pass, you get a risk-on tilt with high upside potential from both equities and long-duration bonds. If not, the HFEA fallback hedge-off remains in cash-like assets (BIL) to preserve capital. - Rebalancing is not triggered on a fixed schedule; decisions trade off a small “rebalance corridor” to avoid overtrading. The strategy avoids K-1-generating ETFs and uses a combination of cash-like, dollar-bullish, inverse, and highly-leveraged equity/bond exposures to adapt to macro signals. Overall, the idea is to switch between defensive times (crash/rising-rate regimes) and targeted risk-taking during favorable rate environments, with a safety net in place for sharp drawdowns.

Out-of-sample annualized return: 29.1% vs SPY 21.7%. A rate-aware, crash-protected, rule-based strategy that blends levered growth with hedges to seek higher upside while managing risk.