A quarterly strategy that uses the bond market as a warning light: when conditions look good it buys aggressive leveraged funds, and when conditions look bad it shifts into defensive or hedging positions based on interest-rate trends.

Every quarter, the strategy first asks a simple question: are broad U.S. bonds doing better than very short-term Treasury bills? If yes, it takes aggressive positions in 4 high-octane funds tied to tech, semiconductors, the S&P 500, financials, or long-term bonds. If not, it turns defensive. It then checks whether interest rates seem to be rising or falling. In rising-rate periods, it mixes in stronger U.S. dollar exposure plus hedges like funds that benefit from falling stocks or falling bond prices. In falling-rate periods, it shifts toward safer areas like consumer staples, healthcare, short-term Treasuries, gold, and long-term bonds. To choose among candidates, it uses a recent-movement score (RSI), which is basically a temperature gauge for how overheated or beaten down an investment has been lately.

Out-of-sample annualized return ~37.5% vs SPY ~20.9%; macro regime-switching with a bond signal tilts into levered bets or hedges. Higher upside potential, but larger drawdowns than the S&P.