A quarterly tactical overlay that uses a bond-risk check to switch between four leveraged equity plays (risk-on) and two defensive risk-off paths (rising or falling rates), selected via short-term momentum screens and longer-term return checks, with varied weighting and a dollar hedge.

- Every quarter, check a bond-based risk gauge: compare the 60-day performance of BND (broad bond market) to BIL (short-term cash-like bonds). If bonds have outperformed cash, move into a risk-on stance; otherwise switch to risk-off. - If risk-on: pick 4 assets from a small pool of 6 leveraged equity/bond ETFs (SOXL, TECL, TQQQ, UPRO, FAS, TMF) using a momentum screen (look back ~10 days, rank by RSI, pick the best 4). Weights are equal across the 4 assets. - If risk-off rising rates: build a defensive mix using a mix of inverse/short assets, sector plays, volatility hedges, and a dollar hedge (USDU). The software screens candidates with a 10-day RSI, chooses the top 3 to fill a 60% weight bucket, and assigns 40% weight to USDU to reach full allocation. - If risk-off falling rates: adopt a different defensive basket focused on staples, health care, and bond funds (XLP, XLV, SHY, TLT) plus UGL, allocated with an 80% weight to the basket and 20% elsewhere as needed. - Rebalance quarterly, with the exact assets rotated based on the momentum screens described above. The logic relies on momentum signals (RSI) and longer-term return comparisons to decide when to tilt risk-on or risk-off and which assets to hold. - The system explicitly includes a mix of growth-oriented, defensive, and hedge instruments intended to capture upside when risk is tolerated and to protect (or hedge) when risk is perceived to rise or when rates move unfavorably.

High upside potential with risk-aware shifts: OOS annualized return ~44% vs SPY ~22%, enabled by quarterly regime tilts to levered bets and risk-off hedges. Note higher drawdown (~51%) and beta (~1.5).