A market-timing strategy that uses bonds vs cash to decide between an aggressive Nasdaq bet and a momentum-based basket of defensive or crisis-related assets.

This strategy first asks: “Are regular bonds doing better than cash lately?” If yes, it takes a very aggressive growth bet: usually TQQQ, which magnifies moves in the Nasdaq-100. But if the Nasdaq has gone up too fast recently, it switches to UVXY, a fund that can jump when fear rises. If bonds are weaker than cash, it avoids that growth bet and instead picks the 4 strongest performers from a mixed “safety/crisis” list: the U.S. dollar, long-term Treasuries, gold, commodities, utilities, oil & gas, and volatility funds.

Out-of-sample edge: 29.9% annualized return vs 23.2% S&P, via regime-switching between leveraged Nasdaq bets and crisis-safe baskets. Higher drawdowns (~50% vs ~19%), but potential for stronger long-run compounding.