A regime-based, no-K-1 ETF strategy that shifts among risk-on and risk-off exposures across stocks, bonds, currencies, and commodities using momentum and volatility cues to form a diversified, tax-friendly allocation.

How the strategy works in plain language: - It defines several market moods or regimes (for example, calm/don’t panic vs. risk-on growth vs. risk-off protection). - For each regime, it looks at a wide set of ETFs that cover stocks, bonds, currencies, and commodities. It then scores and ranks those ETFs based on simple performance cues like: are prices trending up or down, how volatile are the prices, and how have prices moved over different past days. These cues are not exotic indicators to you, but plain ideas like “is this asset behaving well recently?” or “is this asset acting calmly or chaotically?” - It picks a small group of top assets in that regime and assigns them weights to build a single portfolio for that regime. Sometimes it adds hedges or inverse bets to protect against a market slide. - The strategy emphasizes ETFs that are “K-1 friendly” (income-focused or no-K-1 forms) to keep tax reporting simpler. - It uses a regime-based approach rather than fixed timing: when signals change, the system can tilt toward a different set of assets that fit the new regime. Rebalancing happens with a specified corridor and isn’t done every day, reducing churn. - The end result is one consolidated allocation across many asset classes that tries to capture upside when regimes favor risk-taking and protect capital when regimes favor risk-off moves. What you would own at a regime, in practice, is a carefully chosen basket of ETFs (some growth-oriented, some hedging or defensive, some currency/commodity exposure) rather than a single stock or a fixed index. The exact ETFs and weights change as signals change, but always with an eye toward diversification and tax efficiency.

Regime-driven, tax-friendly ETF strategy across stocks, bonds, currencies and commodities. With beta ~0.70 and out-of-sample Sharpe ~1.23, it offers diversified risk management and lower market sensitivity versus the S&P 500.