Adaptive All Weather Portfolio v1.1 is a regime-driven, leverage-enabled multi-asset strategy that shifts among leveraged equities, diversified bonds, USD exposure, and commodities, using volatility and momentum signals to guide allocation. It aims for “profit in any environment” while staying K-1 free and avoiding fixed rebalancing in this version.

The strategy divides money into four main blocks and a dollar-strength tilt. First, Crash Protection uses a volatility signal (roughly: when market fear is high) to move toward short-duration Treasuries (SHY) as a capital saver. Second, in favorable markets it places about a third of the portfolio into leveraged equity bets (3x ETFs like UPRO, TECL, TQQQ, SOXL, FAS) and selects four of these based on short-term momentum. Third, the Bonds block is the largest, at about half the portfolio, with sub-paths: (a) Normal times favor simple, long/mid-duration Treasuries (VGLT and VGIT); (b) Rising rates tilts into USD exposure (USDU) plus bear/bull bond bets (TMV, TYO) to profit from rate moves; (c) Falling rates tilt into 3x bond bulls (TMF, TYD) to profit from falling rates. Fourth, a 15% Commodities sleeve (PDBC, OILK, GLD, SLV, GLTR, COMT) captures an inflation/commodity cycle. Finally, there is a US dollar tilt in play (USDU) to benefit from a stronger dollar when that regime looks likely. Rebalance is none in this version, and the strategy uses a mix of momentum, relative-strength, and simple moving-average signals to determine which assets to include at any given time. The goal is to deliver steady growth across environments while limiting drawdowns, with an explicit preference for ETF-only holdings to simplify taxes (K-1 considerations). Note: leverage and short positions increase both upside and downside risk and are not suitable for all investors.

Out-of-sample, this regime-driven, ETF-based strategy delivers higher annualized returns (about 23.8% vs S&P 21.7%), with similar or better drawdown control and stronger risk-adjusted performance, plus tax-friendly, no-rebalance design.