A rule-based blend of two core ideas: aggressive trend bets using leverage/inverse ETFs and a momentum-driven fund-surfer selection, with inflation/commodity hedges. It uses automated, nested signals to rotate among assets rather than fixed rebalancing.

This strategy combines two main ideas. First, Agressive Battleship III uses condition-based signals to shift into or out of aggressive, leverage-backed bets (like 2x or 3x ETFs and inverse ETFs) when market signals indicate strong momentum or rising volatility. It weighs signals from indicators like price momentum and volatility gauges to decide which high-risk ETFs to own or avoid. Second, Fund Surfing looks at a group of funds and commodity-related ETFs and picks the one expected to perform best based on recent strength and risk metrics, sometimes favoring the weaker or stronger performers depending on short windows. The overall system uses small, rule-based changes rather than fixed calendar rebalances, and it keeps a portion of cash available as a buffer. Signals are expressed through simple rules (for example, if a short-term momentum measure prefers one asset, that asset gets allocated at that sleeve’s target weight). The plan also includes inflation-hedge and commodity destinations to capture different macro environments (inflation surprises, growth regimes) and uses pairs of assets to diversify risk. In plain terms, it’s a stock-picker-and-leveraged-bet combo that tries to ride big trends but also hedges against sharp turns, all under a defined rule set rather than intuition.

Out-of-sample return ~33.7% annualized vs SPY ~22.8%, driven by disciplined trend bets, dynamic fund picks, and inflation/commodity hedges. Rule-based rotations offer macro diversification and potential higher growth—accept higher drawdown risk.