A multi-asset, rules-based portfolio that rotates among tech (QQQ) exposure, hedges, cash-like positions, gold, dollar, and bonds to pursue growth while controlling risk. It uses trend and momentum signals to switch assets, with no fixed calendar rebalancing.

- The strategy is built from several sleeves that each decide what to own based on simple price signals. Think of sleeves as separate mini-portfolios that can hold stocks, bonds, gold, or cash proxies. - Each sleeve has its own rule: if a price trend looks favorable, it buys the asset; if momentum looks weak, it shifts to hedges or different assets. - The main growth sleeve focuses on tech-like exposure and uses hedges (like short or double-long versions) to protect or amplify based on momentum. - A bear-market sleeve kicks in when markets look choppy or prone to sharp downturns, reducing equity risk and favoring safer assets or hedges. - A macro momentum sleeve adds gold as a hedge against uncertainty and uses momentum checks to decide when to own it. - A dollar-sleeve tilts to a stronger US dollar signal, again using trend rules. - The entire portfolio aims for long-term growth with controlled risk, but it does not rely on fixed-yearly rebalancing. Signals drive when to move money between sleeves. - The listed backtested numbers (APY, drawdown, Sharpe, etc.) summarize past performance under these rules, but real results depend on future market behavior and costs.

Out-of-sample, this strategy offers superior risk-adjusted returns: Sharpe 2.20 vs 1.32, Calmar 2.63, max drawdown 6.4% vs 18.8%, and beta ~0.31. Growth with dramatically better downside protection than the S&P 500.