A tactical, multi-asset momentum strategy that rotates between growth-focused sectors and defensive assets, using short- to medium-term screens to pick a handful of strong stocks and diversifiers (bonds, cash, gold, oil) while maintaining liquidity and a measured rebalancing cadence.

- The model decides a risk-on vs risk-off stance using momentum indicators across cash, bonds, and equities. - If in risk-on, it ranks growth sectors by volatility, then picks the top two sectors and, within each, the best four stocks based on recent returns. - If in risk-off, it selects top commodity and bond exposures and then builds a defensive sleeve from selected sectors (e.g., energy, materials, industrials, consumer staples, financials, telecom, utilities, real estate) with a risk-focused screening (lower drawdown, strong momentum). - Cash is held in equal proportion to the main baskets to keep liquidity; the system rebalances within a narrow corridor rather than every day. - The approach also uses commodity and alternative asset signals to reduce stock-only risk and improve diversification during downturns.

Out-of-sample: 31.8% annualized return vs S&P 15.9%; Sharpe 3.87 vs 1.12; drawdown 1.11% vs 2.12%. A disciplined risk-on/off, multi-asset rotation (bonds, cash, commodities) delivering higher risk-adjusted growth with lower downside.