A rule-based gold-and-crypto rotation that toggles between long gold/miners and inverse bets based on GLD momentum, with additional signals involving the dollar index and Bitcoin. It uses equal-weighting within each signal’s asset group and avoids fixed-interval rebalancing.

The strategy watches GLD (gold) momentum using a 10-day RSI. If GLD looks very overbought (RSI > 77), it shifts into inverse gold-related bets (GLL and JDST). If GLD looks very oversold (RSI < 33), it shifts into long gold and miners (UGL and NUGT). There are additional checks connected to GLD’s recent performance (a cumulative return threshold of 6.5%) and to macro signals from the dollar index (UUP RSI) that can steer the selection toward a different small set (including GBTC, JDST, and GLD). When a signal fires, the strategy allocates the available capital equally among the assets in the selected group (equal-weighting). There is no routine rebalancing; a corridor width parameter controls how much drift is allowed before a signal changes the allocation. The included assets cover gold exposure (GLD, UGL, NUGT, GLL) and inverse exposure (JDST), plus Bitcoin exposure (GBTC) and the dollar index (UUP) to capture broader macro moves. Put simply: if gold momentum looks extreme, you tilt between long and inverse gold positions; if macro signals favor Bitcoin or dollar strength, you tilt toward those assets as part of the same decision framework; you always split your active bets evenly among the chosen assets and you don’t rebalance on a fixed schedule.

Out-of-sample upside: 34.9% annualized vs 20.2% S&P, with Calmar 1.65 vs 1.08 and beta ~0.22. A diversified rotation across gold, miners, inverse bets, Bitcoin, and macro signals offers higher growth with less stock-like risk.