A daily, rules-driven ETF strategy. It uses mining stocks to decide if the backdrop is inflationary or disinflationary, then rotates among commodities, bonds, sectors, currencies, and volatility hedges using simple trend, “stretched,” and volatility checks.

1) First, it checks if mining stocks (XME) are trending up. If yes, it assumes an inflation-friendly backdrop; if not, a disinflation one. 2) Inside each backdrop it asks: Are prices trending (via fast/slow moving averages), are they “stretched” up or down (RSI, a 0–100 heat score), and how jumpy is the market (volatility)? 3) Based on that, it rotates among ETFs: e.g., DBC (broad commodities), TLT (long US Treasuries), XLE (energy), XLP/XLU (defensive), SOXX/SMH/QQQ (tech), USO/USL & UNG/UNL (oil/gas), VIXY/VIXM or SVXY (fear hedges), YCS/EUO (bets against yen/euro). 4) After sharp spikes, it adds “mean‑reversion” trades to take risk down. It rebalances daily.

Out-of-sample edge: a daily, regime-driven ETF rotation delivering 26.31% annualized return vs SPY’s 22.85%, and far lower drawdown (9.37% vs 14.70%). Higher risk-adjusted metrics (Calmar ~2.81, Sharpe ~1.14) with built-in hedges and mean-reversion.