40% in cash‑like T‑bills; 60% pairs leveraged Nasdaq with a leveraged long‑term Treasury bet that flips long/short using a simple bond trend check, with weights favoring the calmer asset.

- 40% sits in BIL, a fund holding very short‑term U.S. T‑bills (cash‑like). - The other 60% is split between TQQQ (a 3× version of the Nasdaq‑100—mostly big tech) and either TMF (3× long 20+yr U.S. Treasuries) or TMV (3× short those bonds). - To pick TMF vs TMV, it checks IEI (3–7yr Treasuries): if its very recent return is weaker than its 20‑day return, use TMF; otherwise use TMV. - The TQQQ/bond split gives more to the steadier one over ~2 months.

Diversified, risk-managed exposure: 40% cash sleeve plus a tactical Nasdaq-bonds mix with regime switching and inverse-vol weighting. OOS return ~11% vs SPY ~21.7%; aims for diversification and steadier risk in rising-rate environments.