A quarterly switcher that uses bond-vs-cash signals to decide between aggressive leveraged bets and defensive holdings, then selects a few funds that have recently looked weakest in hopes of a rebound.

Every 3 months, the strategy first checks whether the broad U.S. bond market (BND) has been doing better than very short-term Treasury bills (BIL), which act like cash. If yes, it takes an aggressive “risk-on” stance and buys 4 of 6 high-octane funds, leaning toward the ones that look most beaten down. If not, it goes “risk-off.” Then it checks whether long-term Treasury bonds (TLT) have been weaker than cash. If rates seem to be rising, it splits money between a stronger U.S. dollar fund and 3 defensive/crisis funds. If rates seem to be falling, it spreads most of the portfolio across 4 safer assets such as staples, healthcare, short bonds, gold, or long bonds.

A dynamic quarterly strategy that rotates between risk-on and risk-off signals, targeting outsized gains. Out-of-sample annualized return ~37.7% vs SPY ~20.9%; oos Sharpe ~1.02; Calmar ~0.79. Note higher drawdowns (up to ~48%).