A diversified, rules‑driven portfolio: 40% steady stock tilt, ~45% adaptive sleeve that turns risk on/off with trends, momentum and a fear gauge, plus 15% static diversifiers. Rotates among stocks, bonds, commodities, real estate and the US dollar; uses some leverage.

Three sleeves: 1) 40% “Ginger Ale” — steady mix of US large stocks (VOO), small‑value tilts (AVUV, AVDV, VBR), emerging (VWO, DGS) and long Treasuries (EDV). 2) ~45% “Adaptive” — shifts among stocks (sometimes leveraged), bonds, commodities/metals, the US dollar (USDU) or cash‑like T‑bills using simple trend, recent performance and a fear gauge (VIX/RSI = quick buying‑vs‑selling score). 3) 15% broad diversifier (VTI, VBR, TLH, SHY, GLD).

Out-of-sample edge: about 18% annualized return with only ~14% max drawdown, and a Sharpe around 1.30. Beta ~0.70 vs the S&P. Higher risk-adjusted growth, steadier downside control, and diversified, multi-asset exposure vs. S&P 500.