Daily, macro‑tactical strategy. Uses mining stocks’ trend to choose inflation vs disinflation playbook, then times buys/sells with simple “hot/cold,” trend, and volatility checks. Allocates across commodities, bonds, sectors, and currencies; includes an active natural‑gas sleeve; uses some leveraged/inverse ETFs.

Step 1: Spot the macro backdrop. If mining stocks (XME) are trending up (short‑term avg above longer one), the model treats the market as inflation‑driven; if not, disinflationary. Step 2: Within that backdrop, it times entries using: RSI (a short‑term “hot/cold” gauge), moving averages (simple trend check), and volatility (“how bumpy” prices are). Step 3: It then picks ETFs that fit the backdrop: Inflationary → energy, commodities, strong‑USD trades, and shorts on long‑term bonds. Disinflationary → long‑term bonds, defensive sectors, and selective growth tech. Step 4: A dedicated natural‑gas module goes long/short UNL/KOLD based on volatility bands and trend. Rebalances daily; uses hedges (VIX ETFs) and some inverse/leveraged ETFs (higher risk).

Out-of-sample, this strategy shows near-parity upside with notably lower risk: max drawdown ~9.4% vs SPY ~14.7%; Calmar ~2.45 and beta ~0.8. About 23% annualized OOS return vs SPY, plus diversified macro-regime bets.