A bonds-first, rules-based portfolio with layered momentum/risk checks (RSI, moving averages, drawdown, volatility), composed of multiple bond sub-strategies and an opportunistic sector-rotation fallback. Core exposure is long-dated Treasuries via levered and unlevered ETFs; risk is managed by diversification among bond maturities and a disciplined rebalancing framework.

- Core focus on bonds first. The main rule-set sits under a banner called “Bond blend, else top 2 sectors (Low Risk),” meaning if bond signals meet the guardrails, the portfolio sticks to bonds; otherwise it may tilt to two stock sectors via ultra sector ETFs. - Within bonds, there are sub-strategies (Sexy Bonds, Dirty Bond Swing, Bonds Like a Mofo) that allocate across a set of bond ETFs (short, intermediate, and long duration) such as SHY, SHV, IEF, IEI, TLH, TLT, BIL, and TMF/TMV for leverage play. Each sub-strategy uses momentum and risk checks to decide who gets what weight. For example, some rules look at price momentum (moving averages), trend strength, and a momentum indicator (RSI) on specific bond vehicles (like TMF) to decide entries or exits. - Signals are layered. A typical entry might require a bond ETF (e.g., TMF) to be above a moving average and have an RSI below a threshold (suggesting room to run on a rebound), while also satisfying a risk check (e.g., max drawdown over a longer window being under a threshold). If these checks pass, the sub-strategy allocates weight to the bond asset; if not, it may not. There are multiple nested “if” blocks that gate whether a sub-strategy becomes active and at what weight. - Risk controls use metrics like standard deviation of returns over a lookback (35 days in some parts, 252-day max drawdown, etc.) to decide positioning and sizing. There’s also a cross-check with moving-average-price to confirm trend direction, and a separate screen that sorts and picks the top two sectors by volatility/return characteristics when bond signals are not favorable. - The final allocation blends cash, bonds, and, when triggered, sector-based ultra ETFs. The explicit “rebalance corridor width” and “rebalance: none” suggests a controlled rebalancing cadence rather than continuous drift. - The broad bond universe filter at the end (SHV, SHY, IEF, IEI, TLH, TLT, BIL) is used to form the bond base with a shortlisting step based on 35-day standard deviation of returns, selecting the top two assets. An additional hedging/volatility element (UVXY) appears in the mix, indicating a potential volatility hedge or tactical tilt. - In plain terms: the system tries to keep you mostly in bonds with structured, rule-based bets on which bond maturities to own. If bond signals look weak, it may rotate to two stock sectors using highly-leveraged sector funds—but only under a set of predefined, risk-managed checks. The combination aims to deliver steady, bond-driven exposure with controlled opportunistic tilts, rather than a pure bond-only or pure equity strategy.

Bond-first, rules-based strategy with layered risk controls. Out-of-sample annualized return ~39%, Calmar ~1.29, Sharpe ~1.01 - delivering higher risk-adjusted upside than the S&P, with disciplined rebalancing and opportunistic sector tilts.