A market-timing strategy that rotates among aggressive stock funds, bonds, commodities, and hedges based on whether markets look strong, weak, oversold, or overheated.

This strategy first checks if the market looks unusually stretched up or down using short-term momentum gauges. If stocks look beaten down, it buys a rebound mix of tech, bonds, and the U.S. dollar. If stocks look overheated, it shifts to defensive holdings like long-term bonds, volatility, and hedges. If the market is not at an extreme, it decides whether growth stocks are stronger than defensive utility stocks. That acts like a ‘risk-on vs risk-off’ switch. It then double-checks whether corporate bonds are acting healthier than Treasury bills; that is a clue about whether investors are comfortable taking risk. In stronger environments, it leans into aggressive stock funds, especially U.S. large-cap growth and the S&P 500, with some emerging markets and bonds. In weaker or mixed environments, it spreads money across global stocks, investment-grade bonds, materials, gold miners, and hedge-like funds. In the most defensive cases, it can hold positions that benefit when the Nasdaq falls or that follow trend/managed-futures strategies.

Regime-switching, multi-asset strategy to protect capital and smooth returns vs the S&P 500. Lower beta (~0.84), smaller drawdown (14.7% vs 18.8%), Calmar ~0.91, delivering durable, risk-adjusted growth over 924 days of out-of-sample testing.