Monthly, 80% flips between growth bets and hedges based on bonds and a stock‑plunge trigger; it buys oversold leveraged stock funds in risk‑on and shifts to bonds/shorts/gold/dollar when risk‑off. The other 20% makes two contrarian trades from a broad ETF menu.

Rebalances monthly using two sleeves. - 80%: risk switch. If stocks just plunged, shift to hedges (Treasury bonds, inverse stock funds, VIX—market volatility). Else compare a broad bond fund (BND) with short‑term bonds (BSV). If BND is stronger, buy the most beaten‑up leveraged stock funds (tech/semis/S&P). If not, hedge; the mix changes with long‑term interest rates. - 20%: two contrarian picks from major sectors, bonds, gold, US dollar, and VIX. Ranking uses a 0–100 recent‑strength score (RSI).

Out-of-sample annualized return 35% vs S&P 500’s ~23%, with adaptive risk-on/off tilts and hedges aiming big upside in up markets while dampening downside; but expect higher volatility and larger drawdowns than the S&P.