A daily-rebalanced, trend-filtered portfolio that shifts between a stock-heavy growth mix and a bond-heavy defensive mix based on SPY’s price vs. its 100-day moving average. Growth mode emphasizes broad stocks and value factors; defensive mode reduces stock exposure and adds short/intermediate-term Treasuries for downside protection.

How it works in plain language: - It runs every day and decides how to split your money across seven ETFs that cover stocks and bonds. - It looks at SPY (a broad S&P 500 ETF) and compares its current price to the 100-day moving average (the average price over the last 100 trading days). If SPY is above that average, the system assumes a growth/expansion market and allocates more to stocks. If SPY is at or below the average, the system assumes a weaker or volatile market and tilts toward bonds and a smaller stock stake. - Growth mode allocations (when SPY > 100-day MA): VTI 42%, VEA 24%, VWO 12%, AVUV 14%, AVDV 8%. Roughly: US total stock market, developed international, emerging markets, US small-cap value, international small-cap value. - Defensive mode allocations (when SPY <= 100-day MA): VTI 6%, VEA 6%, VWO 6%, AVUV 6%, AVDV 6% (still some stock exposure), VGSH 35%, SPTI 35% (short- and intermediate-term Treasuries) to provide ballast. - The weights always sum to 100%, and the portfolio is rebalanced daily to match the target weights. - Tickers used: VTI (US total stock), VEA (developed markets), VWO (emerging markets), AVUV (US small-cap value), AVDV (international small-cap value), VGSH (short-term Treasuries), SPTI (intermediate Treasuries), SPY (benchmark SPX exposure for the trend check). - The aim is to capture upside in strong markets while dampening drawdowns in weaker markets, using a simple trend rule and fixed, easy-to-verify weights.

Out-of-sample, this strategy beats SPY on risk-adjusted return: 36.8% vs 35% annualized, Sharpe ~3 vs 2.7, Calmar ~7.6, drawdown ~4.9% vs 5.1%, beta ~0.81. Higher upside with less market risk than the S&P 500.