A retirement-focused, rule-based portfolio with three buckets (Growth 50%, Yield 27.5%, Preservation 25%). Uses momentum, volatility, and trend signals across ETFs (SPY, QQQ, GLD, bonds, currency) to rotate among growth, income, and protection for a balanced, adaptive approach.

- The strategy splits capital into three buckets: Growth (risk-taking), Yield (income/diversification), and Preservation (trend protection). - Growth aims to ride equity upside and uses signals to choose between tech-heavy exposure (QQQ) and broad-market exposure (SPY). It also uses hedges (like SHY, TLT, GLD, UUP, BTAL) to reduce risk when conditions look risky. - Yield focuses on bonds and income-producing assets. It applies an inverse-volatility approach to favor less volatile holdings and uses a two-asset rotation to pick the best performers from a pool (SHV, TLT, HYG, GLD, UUP, etc.). - The “Bond v2” rule looks at a broader pool and selects the top two assets by recent performance over 90–120 days to hold, providing a dynamic, core-bond/alternative exposure. - Preservation uses longer-term momentum to select the strongest trend assets, typically holding two top performers with a heavier weight on the winner and a lighter allocation to a diversification anchor (GLD). It may also include a separate smaller trend sleeve (e.g., GLD) to avoid total loss if, say, equities sell-off. - The overall mix is rebalanced based on signals rather than fixed dates. The goal is to grow capital when conditions are favorable, generate income through bonds and hedges, and protect or preserve capital when trends weaken. It uses a broad ETF set (QQQ, SPY, GLD, HYG, LQD, TIP, SHY, TLT, UUP, DBC, BTAL, XLP, SHV) to cover stocks, bonds, gold, currency, and commodities. - Important caveats: this is a complex, rule-based system. Real-world performance depends on transaction costs, taxes, and how signals behave in different market regimes. The strategy describes many layers of tests (momentum, volatility, cumulative returns over 20–120 days) to drive decisions rather than a single simple KPI.

Out-of-sample, this retirement strategy offers superior risk-adjusted performance vs the S&P: Sharpe ~2.00 vs 1.44, Calmar ~3.09, max drawdown ~7.25% vs 18.76%, and ~22.4% annual return with Growth/Yield/Preservation diversification and risk controls.