A daily, rule-based multi-asset strategy that shifts between growth (levered stock bets) and safety (gold, dollar, staples, and bonds) using momentum, volatility, and drawdown checks, plus dip-buy rules. It dynamically reallocates across equities, bonds, gold, and USD, with layered risk controls.

A daily-rebalanced, rule-based system that allocates among stocks, bonds, gold, USD, and select ETFs. It runs several sub-strategies (risk-on and risk-off blocks) that pick weights using simple signals: is an asset trending up, how volatile is it, and how does the overall portfolio perform versus a baseline. Signals include RSI-style momentum checks, moving-average comparisons, and volatility tests. In bullish, low-volatility regimes it may tilt toward levered stock ETFs like UPRO (3x S&P 500) and TQQQ (3x NASDAQ-100) to chase gains; in risk-off periods it shifts toward safety assets (UUP for USD exposure, GLD for gold, XLP for defensive equities, and Treasury proxies like TMF/TLT). It also pursues “dip buy” opportunities in Nasdaq 100 and SPY. All decisions are made within a daily rebalance cadence and under risk controls like drawdown and volatility thresholds to reduce the chance of large losses. The structure includes many timeframes and nested blocks (e.g., 21d, 28d, 42d) to diversify signals and reduce sensitivity to any single indicator. Some blocks explicitly target hedging (Safety Mix) and core portfolios (Permanent Portfolio-like baselines), blending aggressiveness with protection. Overall, it’s a sophisticated, growth-focused but risk-managed, daily-updated portfolio framework.

Out-of-sample Sharpe 1.34 vs 1.10, drawdown 5.5% vs 18.8%, Calmar 1.45. A daily, rule-based, multi-asset strategy that dynamically shifts between growth and safety to capture gains while shielding you from large S&P losses.