A daily, rules-based ETF portfolio that uses SPY’s 100-day moving average to switch between a defense-oriented mix (heavy in short-term Treasuries) and a diversified, value-focused equity mix to navigate different market regimes.

What it is: A daily-rebalanced ETF portfolio that uses a 100-day SPY moving-average signal to switch between two preset asset mixes. - Trigger: If SPY price is above its 100-day moving average, use the uptrend branch (defensive-bond-heavy mix with select equities). - Trigger: If SPY price is at/below its 100-day moving average, use the broader, more equity-oriented branch with value/size tilts and international exposure. - Branch 1 (uptrend): 7 assets totaling 100%: AVUS (6%), IJR (6%), VNQ (6%), AVDV (6%), VGSH (48%), SPTI (20%), VTIP (8%). Focuses more on short/intermediate Treasuries as ballast with a modest mix of U.S. stocks, real estate, and international small-cap value. - Branch 2 (downtrend): 13 assets totaling 100%: AVUS (6%), RPV (6%), IJR (6%), AVUV (6%), VNQ (6%), AVDE (6%), DFIV (6%), FNDC (6%), AVDV (6%), AVEM (6%), VGSH (12%), SPTI (20%), VTIP (8%). Adds broader international and small-cap/value tilts and emerging markets, while maintaining some Treasury exposure. - What it tries to do: Drift between a more conservative mix and a more diversified, risk-on mix depending on trend signals, with the aim of smoothing volatility and participating in upside markets while mitigating downside risk. - Important notes: This is a hypothetical, rules-based approach using ETFs; real-world results depend on transaction costs, tax, bid-ask spreads, and market regime durability. Daily rebalancing implies ongoing trading activity.

Rule-based, daily ETF strategy that switches between a defensive bond-heavy mix and a diversified equity tilt on SPY's 100-day trend. Out-of-sample: Sharpe 3.64 vs 2.68, drawdown 1.21% vs 5.07%, Calmar 10.55, ~12.8% annualized.