A four-corner, regime-switching, multi-asset approach aimed at high risk-adjusted returns with controlled risk. It uses momentum signals to move among growth, bonds, hedges, and safety, keeping volatility low and avoiding large short bets.

Four Corners strategy overview: the plan divides capital into four sections that adapt to market conditions to balance growth with safety. Signals compare short-term momentum to longer-term trends to decide which corner to emphasize. Quick positions favor very liquid, low-spread assets for fast moves; defensive corners lean toward safer instruments. The four corners are: 1) Quick High Volatility Safety (seek safety with liquid, short-term assets), 2) Oversold Bounce (look for beaten-down equities to rebound), 3) Overbought Pop (treat overheating markets with hedges/defensive bets), 4) Core Logic (2x2) which uses market state (Bull Market, Hedge, Bear Market) to tilt between growth assets (like stock ETFs or leveraged tech ETFs) and defensive assets (bonds, cash, hedges). In the bull state, growth/Broad exposure is favored; in bear or hedging states, the strategy shifts toward safety and hedges. The version described avoids metals or utilities by substituting BIL (short-term Treasuries) for safety. The objective is to maximize Sharpe ratio (risk-adjusted return) while avoiding large drawdowns and minimizing short-selling. The approach relies on diversified exposure across major asset classes (stocks, bonds, cash/short-term Treasuries, hedges) and across global markets to dampen volatility and smooth performance over time.

Four-corner regime-switching strategy targets higher growth with better risk-adjusted returns than SPY. Out-of-sample: ~29% annualized vs ~19%, Calmar ~1.38; diversified growth/bonds/hedges/safety. Drawdowns may exceed SPY in downturns.