A defense-first market-timing strategy: keep a large share in Treasury bills, avoid overheated markets, buy major dips, and otherwise swing between aggressive tech bets and bearish hedges based on trend and risk signals.

This strategy splits money into a very safe bucket and a tactical bucket. It first checks whether stocks look too hot using a short-term momentum gauge (RSI). If major stock funds are extremely overheated, it moves to BIL (very short-term Treasury bills). If markets are not overheated, it may buy sharp dips, follow the long-term market trend, or switch between aggressive tech bets and bearish hedges using signals from tech stocks, bonds, and KMLM—a managed-futures fund used here as a stress/risk barometer.

Out-of-sample edge: Sharpe ≈1.53, Calmar ≈3.44, and positive alpha—far stronger risk-adjusted performance than the S&P. A defense-first, trend-following approach protects in heat, then captures dips with tactical tech/futures bets.