A complex market-timing strategy that tries to detect inflation vs. disinflation, then rotates daily between commodities, bonds, defensive sectors, tech, and hedges based on trend, stress, and short-term “too hot/too cold” signals.

This strategy is a daily-updating market “switchboard.” It first decides whether the world looks more inflationary or more disinflationary by watching metals and mining stocks. If inflation seems stronger, it leans toward oil, natural gas, commodities, energy, mining, and some financial stocks. If inflation seems weaker, it leans more toward long-term bonds, defensive sectors like utilities and consumer staples, healthcare, gold, and sometimes tech. It then adds short-term checks to see if markets look overheated or washed out. Those checks can make it briefly buy a beaten-down area, add protection during panic, or bet against assets that have surged too far too fast. It also has special side systems just for oil, natural gas, bonds, and market volatility.

Out-of-sample: ~25.6%/yr vs ~19.8% for S&P; max drawdown ~9.4% vs ~14.7%; Sharpe ~1.28 vs ~1.14; Calmar ~2.73; beta ~0.67. A macro-rotation offers higher upside with stronger downside protection than the S&P 500.