A weekly tactical rotation across commodities and bonds with a Not Boring Tuned risk-control layer that shifts between defensive and growth tilts. It uses momentum to pick two top performers and a base commodity exposure, then toggles risk posture with inverse-vol weighting on either defensive or leveraged growth bets.

- Every week, scan a basket of ETFs: GLD, DBA, DBO, URA, DBC, WOOD, TLT, GDX, URNM, XME. - Pick the top 2 by 21-day momentum (cumulative return over the last 21 days) and allocate 66.6% to the first, 33.4% to the second. - Maintain a base commodity exposure via DBC (33.4%) to ensure ongoing commodity tilt. - Engage the Not Boring (Tuned) risk module to decide between Risk Off and Risk On regimes using momentum and volatility signals (e.g., QQQ performance and drawdown checks). - Risk Off: overweight defensive assets (GLD, UUP, FAS, TMF, UVXY) with inverse-vol weighting to reduce risk from volatility. - Risk On Core Risk Parity: overweight growth/momentum bets (TMF, FAS, TQQQ, SOXL) with inverse-vol weighting to balance risk contributions within this group. - The final weights are applied to the listed ETFs and the portfolio is rebalanced weekly to reflect the current regime and momentum signals.

This weekly momentum strategy on commodities and bonds, with Not Boring risk controls, targets inflation hedges and growth. Out-of-sample Sharpe 1.89 vs 1.45, higher alpha, Calmar 2.79—stronger risk-adjusted upside than the S&P.