Safety‑first, rule‑based portfolio that rotates among stocks, bonds, commodities, currencies, and volatility hedges. It sizes positions by recent choppiness, buys after “washed‑out” moves and trims when “stretched.” Backtest (2013–2025): ~2.2% max drawdown, ~30% CAGR (not guaranteed).

It constantly checks the market’s “weather” (inflation vs. disinflation, trend strength, and stress). If inflationary, it favors commodities/energy/miners and shorts long bonds and weak currencies (yen/euro). If disinflationary, it favors Treasuries and growth (QQQ/semis/software). In panics it adds hedges (volatility, market‑neutral) and shrinks risk. Position sizes get smaller when an ETF has been choppy and larger when it’s been calm. It also watches simple speedometers: - RSI: a 0–100 gauge of how fast price moved lately. Very low = washed‑out (potential buy); very high = stretched (trim/hedge). - Moving averages: if price momentum improves, it leans in; if it weakens, it steps back. It uses smoother oil/gas funds (USL/UNL) when the futures curve is favorable and will flip to tactical shorts (SCO/KOLD) after big spikes.

A rule-based, regime-rotating, multi-asset strategy designed for stability. In out-of-sample tests vs the S&P 500: Sharpe 2.73 vs 1.83; max drawdown 2.74% vs 7.49%; Calmar 6.58 vs ~5.21. Lower drawdowns with stronger risk-adjusted returns.