A fast-moving market-timing strategy that shifts among U.S. stocks, sectors, bonds, cash-like T-bills, managed futures, and sometimes leveraged or inverse funds based on short-term market strength signals.

This strategy checks whether the market is acting strong or defensive by comparing tech, bonds, and other market segments over the last few days and weeks. If conditions look healthy, it rotates into stock areas like the S&P 500, Nasdaq, technology, or semiconductors. If conditions look weaker, it shifts toward bonds, Treasury bills (cash-like), utilities, healthcare, or a managed-futures fund called KMLM. In some cases it even uses leveraged or inverse funds, which can sharply increase risk.

Dynamic, regime-aware strategy shifting among stocks, bonds, cash, and managed futures. Out-of-sample: ~27% annualized vs 15.6% S&P; max drawdown ~4.2% vs 8.9%; Calmar ~6.4; Sharpe ~2.45 vs ~1.18. Strong upside with downside protection.