A daily-rebalanced, two-mode portfolio that uses SPY’s 200-day trend to switch between a bond-heavy uptrend sleeve and a diversified, value-oriented downtrend sleeve, with broad global equity exposure and inflation-protected bonds. The plan aims to balance risk and capture diversification across US, international, real estate, and various bond segments.

This is a rule-based, daily-rebalanced portfolio that uses a 200-day price trend on SPY to switch between two weightings. If SPY is above its 200-day average (uptrend), about 24% is in U.S. equities (AVUS, IJR, VNQ, AVDV) and 76% in bonds (VGSH 48%, SPTI 20%, VTIP 8%). If SPY is below the 200-day average (downtrend), the portfolio diversifies across U.S. and international stocks (AVUS, RPV, IJR, AVUV, VNQ, AVDE, DFIV, FNDC, AVDV, AVEM) totaling 60% in equities, plus bonds (VGSH 12%, SPTI 20%, VTIP 8%) totaling 40%. Weights are rebalanced daily to stay at target. The ETF tickers stand in for broad market exposures: large/mid/small cap, real estate, international small-cap value, international value, emerging markets, and bonds including short-to-intermediate Treasuries and inflation-protected securities. The 200D moving-average check is a simple trend signal meant to smooth out volatility and guide the risk posture during different market regimes. The structure is “cash-equal” at the top but then converts to the exact ETF allocations per branch, ensuring a clean 100% allocation. In short: a trend-following, diversified, two-mode portfolio that shifts from a safer bond-heavy stance to a broader, more globally diversified equity mix depending on market trend.

Strong risk-adjusted edge: OOS Sharpe 3.64 vs SPY 2.68, Calmar 10.6, and max drawdown 1.21% vs 5.07%. A globally diversified, trend-following mix that protects against losses while delivering robust risk-adjusted gains vs the S&P 500.