A weekly, two-path tactical strategy that keeps cash ready, then either allocates to 3 top-performing US equities or to a diversified alternatives sleeve (international equities, momentum, gold, managed futures, long/short, and other hedged plays) based on SPY signals. It aims to balance growth potential with diversification and risk control.

Here's how to read it in plain language: - The strategy runs once a week and keeps some cash in a very safe, short-term bond fund (BIL) so you’re not fully invested in risky assets at every moment. This is the “cash buffer.” - It looks at SPY (a broad stock market proxy) using two signals. If SPY’s short-term momentum is weak according to a specific comparison, you move to the first path; if not, you use the second path. - Path A (first path): If the SPY signal is triggered, you don’t spread risk across many stocks. Instead, you choose the 3 best-performing assets from a list that includes several well-known stock-focused funds and ETFs (like WisdomTree, The Carlyle Group, BlackRock, JPMorgan and even SPY itself). Those three assets get the weight; the rest sits in cash-ish allocation. The idea is to ride the strongest performers among a broad equity set whenever momentum looks favorable for this specific screen. - Path B (second path): If the SPY signal suggests a stronger market trend, you tilt into a diversified set of non-traditional assets designed to work somewhat independently of the stock market. This sleeve includes international equities (NTSI), momentum-focused US equities (SPMO), gold (GLD), a managed-futures ETF (KMLM), long/short equity (FTLS), and other alternative ETFs (CTA and QIS). The aim here is to gain exposure to assets that can do reasonably well when stocks go up, or to provide some ballast when stock markets swing, thanks to their different return drivers. - The weighting within the chosen sleeve is typically equal among the selected assets, and the overall mix is rebalanced weekly to reflect the latest signal and performance. - The strategy’s goal is to balance safety (cash) with opportunistic allocations and diversification across asset classes, so you’re not always fully exposed to just stocks. It also uses a reasonable set of assets with relatively transparent liquidity (ETFs), including some that are more specialized (e.g., managed futures, momentum, and hedged strategies). This approach helps you participate in market upswings while seeking hedges or diversifications that can cushion drawdowns.

Cash-first weekly strategy with 2 paths: top-3 US equities or diversified alternatives. OOS: ~17.3% annual return, Sharpe ~1.32, beta ~0.36, DD ~13.2%, Calmar ~1.31. Strong risk-adjusted returns and diversification beyond the S&P 500.