An ensemble, regime‑aware portfolio built to keep drawdowns ultra‑low. It shifts between inflation and disinflation baskets, times entries with trend and a simple overbought/oversold gauge, actively manages oil/gas, and overlays VIX‑based hedges. Backtest: 2.2% max DD, ~30% CAGR.

Goal: keep losses tiny and steady the ride, then seek gains. - First, it asks: are we in inflation or disinflation? It uses simple tests like “are commodities/miners beating bonds?” and oil price behavior. - If inflation: own gold/commodities/energy/insurance and bet against the euro/yen; avoid long bonds. If disinflation: own tech leaders (semis/software), utilities, staples, and long bonds. - It times entries with two simple ideas: trend (is price above its recent average?) and a speedometer-like gauge (RSI: 0–100; very low = washed out, very high = overheated). - Oil and natural gas have their own rules that prefer calmer 12‑month funds (USL/UNL) and switch to their inverse funds (SCO/KOLD) when moves get extreme. - A volatility safety net watches the “fear index” (VIX). Spikes add hedges (VIX ETFs, market‑neutral BTAL, gold, T‑bills). Calm periods sometimes use SVXY cautiously. - Position sizes are larger in steadier assets and smaller in jumpy ones. The mix is refreshed daily.

Out-of-sample Sharpe 2.73 vs SPY 1.83; oos drawdown ~2.7% vs ~7.5%; Calmar 6.58; beta ~0.26. A regime-aware, volatility-hedged portfolio offering steadier, risk-efficient gains with competitive returns versus SPY.