A tactical, rule‑based mix: small sleeves chase cross‑asset momentum, while a large core flips between risk‑on (S&P 500) and risk‑off (Treasuries, gold, cash) using trend and RSI signals, with optional hedges in staples, dollar, inverse Nasdaq, or volatility.

The portfolio is split into 3 parts: 10% picks 3 recent winners among stocks, bonds, gold, commodities, the dollar, and volatility funds; 20% picks 2 top 6‑month performers; 70% follows trend rules. It labels markets with long/short‑term price averages (50/200/1000 days) and uses RSI (0–100; >60 “hot,” <30 “oversold”). In uptrends it leans to the S&P 500 (often via 2x SSO) with Treasuries; when hot it adds bonds/cash. In downtrends it shifts to Treasuries, gold, staples, or may use inverse Nasdaq (PSQ) or volatility.

Out-of-sample, this strategy offers superior risk-adjusted performance vs the S&P: Sharpe 1.73 vs 1.40, drawdown 8.5% vs 18.8%, and a diversified regime-switching approach that captures upside while protecting downside.