A regime-based, multi-asset rotation strategy that shifts between stocks and bonds (and occasionally leveraged tech) using momentum and trend signals. It tests oversold/overbought conditions, 60-day performance comparisons, and price trend against moving averages to choose among ETFs like TECL, SPY, QQQ, TLT, IEF, and more, with an explicit 3% rebalancing tolerance.

Plain-language description of how it operates: - The framework asks: should we be in stocks (risk-on) or bonds (risk-off) right now? Then it chooses which specific ETFs to own based on momentum and trend cues. - If tech momentum is very weak (RSI on a levered tech proxy is under 31), it shifts into a defensive 40/60 split between a leveraged tech bull ETF (TECL) and a bond ETF (BSV) in that order of allocation. - If tech momentum is not extremely weak, it compares how stocks performed vs. bonds over the last ~60 days. If stocks beat bonds, the regime leans toward stocks; if not, toward bonds. - Within a stock-friendly regime, the model looks for bullish stock conditions (e.g., SPY above its 200-day trend line and SPY beating bonds over 60 days) and then buys a mix of broad market stock ETFs (e.g., SPY, QQQ, DIA). It may also tilt toward tech-specific exposure (XLK) when certain oversold conditions apply, such as QQQ being very oversold. - Within a bond-friendly regime, the model favors long-duration Treasuries or other bond ETFs (IEF, TLT) if they show strength or positive trend against stocks. - There are explicit “Very Bearish” and “Bullish Very Short-Term” sub-cases that involve short or inverse bond ETFs (like TBF) and defensive stock ETFs (BSV, SPHD, XLP) to profit from or hedge bear markets. - The overall approach is rule-based, not heuristic, and uses a corridor width (0.03) to decide when to rebalance. The backtest samples many decades, including periods of stress (2008-2009, 2020, etc.). - In short: the strategy systematically rotates between risk-on and risk-off assets using momentum and trend checks, with a set of concrete ETF picks for each regime, including a leveraged tech tilt and several defensive hedges.

Out-of-sample Calmar 1.77 and max drawdown 10.2% vs SPY’s 18.8% show superior risk-adjusted performance and downside protection, with regime-driven, diversified stock/bond tilts aiming for steadier, meaningful gains vs the S&P 500.