A daily-regime, 50-day MA–driven, mixed-asset portfolio that tilts toward bonds in a strong market and toward a broad equity mix in a weaker market, with international/small-cap/value exposure included in downturns.

1) The portfolio is equity-dominated but uses a dynamic bond tilt based on a 50-day moving-average rule applied to SPY (the SPDR S&P 500 ETF). SPY is used as a proxy for the broad U.S. stock market and to determine the market regime. 2) If SPY’s current price is above its 50-day moving average (a bullish/positive regime), the model tilts heavily toward short- and intermediate-term Treasuries (about 76% in VGSH, SPTI, and VTIP) and only a smaller sleeve of equities (24%), consisting of four ETFs: AVUS (broad U.S. equities), IJR (small-cap U.S. equities), VNQ (U.S. real estate), and AVDV (international small-cap value). 3) If SPY’s price is at or below its 50-day moving average (bearish/negative regime), the model shifts to a broader equity tilt (60%) while maintaining a 40% bond sleeve. The 60% equity allocation is spread across ten ETFs to capture U.S. and international exposure, value and size tilts, and real estate: AVUS, RPV (U.S. large-cap value), IJR, AVUV (U.S. small-cap value), VNQ, AVDE (international equities), DFIV (international value), FNDC (international small company), AVDV (international small-cap value), AVEM (emerging markets). The 40% bond mix in this regime is VGSH (short-term Treasuries) 12%, SPTI (intermediate Treasuries) 20%, VTIP (short-term inflation-protected Treasuries) 8%. 4) The process rebalances daily to hit these exact target weights. 5) Assets are grouped as EQUITIES for diversification purposes, with a significant risk-management layer provided by Treasuries and inflation-protected securities to dampen drawdowns during turbulence. 6) The 50D in the label refers to the 50-day lookback used to compute the moving average, which is the regime switch trigger; “Recession Case” in the name suggests a tilt toward more diverse, value-heavy and international equities in downturn scenarios, but the explicit threshold is the SPY 50-day rule. 7) Each asset is an ETF that tracks a specific segment of the market (see below for plain-language explanations of each ticker). 8) The plan is designed to offer broad coverage across U.S. large, mid, and small caps, international developed and emerging markets, real estate, and a bond ballast, with regime-driven shifts to emphasize capital preservation in bullish times or capture of broad market exposures in weaker markets. 9) The overall objective is to maintain a diversified, moderately aggressive global equity footprint while using Treasuries to smooth volatility, with a dynamic tilting rule to adapt to market conditions.

Out-of-sample Sharpe 3.28 vs 2.68; drawdown 2.06% vs 5.07%; beta ~0.21; Calmar 6.33. A daily regime-based strategy with bond ballast that preserves capital in downturns while pursuing upside, delivering better risk-adjusted upside vs. the S&P.