A monthly-rebalanced, multi-sleeve portfolio combining leveraged equity bets when markets trend higher with hedges, plus inflation/deflation hedges and income; core ballast included. It uses moving-average trend signals, volatility sorting, and momentum checks to switch between growth, hedges, and hedged inflation/commodity bets across ETFs.

- The portfolio is rebalanced monthly, splitting capital into several macro sleeves: Growth, Deflation, Income, Inflation, and Core. - Growth tilts to leveraged stock ETFs (SPXL, TQQQ, UDOW, URTY) when the corresponding market proxy (SPY, QQQ, DIA, IWM/URTY group) shows uptrends defined by moving-average-cross rules; if the trend signal isn’t confirmed, it shifts toward BTAL (an anti-beta hedge). - Each Growth subgroup (SPY, QQQ, DIA, Russell, Emerging, Developed) has a fixed weight (e.g., 15/100) toward the signal-driven levered exposure or hedge. - Deflation is bond-focused: it first selects the lowest-volatility bond ETFs from a candidate list (BIL, TMF, BNDW, BND, UBT) using a volatility sort (bottom 2 or 3 by standard deviation). It then uses the SPY trend signal (EMA-based cross) to decide whether to carry bonds or switch to equity proxies, aiming to reduce risk in deflationary regimes. - Income sleeve concentrates on dividend/income ETFs (CEFS, FPEI, DIVO, JEPI) for yield, with a sizable 40/100 allocation. - Inflation sleeve looks for momentum in specific commodities (Gold GLD; Agriculture DBA; Metals DBB; Oil DBO; Uranium URA). Each commodity option is chosen if its 21-day cumulative return beats the IEF proxy (a short- to intermediate-bond ETF); if not, a safer bond option (IEF) is selected. This creates a dynamic inflation hedge with a momentum filter. - Core sleeve (10/100) provides ballast with BIL (short-term Treasuries), GLD (gold), and DEFI (Hashdex Bitcoin Futures ETF). - The net effect is a diversified, rules-based portfolio that attempts to capture upside in up markets, hedge in down or inflation/deflation regimes, and provide income and hedges through a single framework.

Out-of-sample, this strategy delivers higher risk-adjusted returns and tighter drawdowns than the S&P: Sharpe ~1.71 vs 1.30, annualized return ~22.5% vs 20.7%, max drawdown ~12.6% vs 18.8%, plus a strong Calmar edge.