Rules-based trend strategy: when the S&P 500 is above its 50‑day average, hold global stocks with a small‑value tilt; when it’s below, cut stocks to 30% and shift 70% to short- and intermediate-term US Treasuries.

Each day it checks if the S&P 500 (SPY) is above its 50‑day average price. If yes: invest 100% in stocks—VTI (US market), VEA (developed ex‑US), VWO (emerging), plus AVUV/AVDV (small “cheap” stocks). If no: keep 30% in those stocks and move 70% to US Treasury bonds (VGSH short‑term, SPTI intermediate).

Rule-based, globally diversified strategy with a small‑value tilt and a treasury hedge. Out-of-sample Sharpe 2.98 and Calmar 10.72 show strong risk‑adjusted returns and controlled downside versus the S&P 500, with transparent daily rules.