Five-sleeve, rules-based portfolio combining core, hedging, sector momentum, value, and commodity rotation using simple momentum tests vs SGOV, with tax-friendly substitutions and a narrow rebalancing band.

Opus splits capital into five sleeves with fixed weights: Efficient Core (15%), Volatility Hedge (25%), Sector Momentum (25%), Large Cap Value Plus (20%), Commodity Momentum (15%). Each sleeve uses a rule-based selector. Efficient Core buys NTSX for broad US exposure with some bond protection. Volatility Hedge uses FGDL (gold) and CTA (managed futures) to dampen losses in volatile markets. Sector Momentum picks the two best sectors by cumulative return over about 200 days (top-2, sorted by performance) and holds them. Large Cap Value Plus uses inverse-volatility weighting among FVAL, FIVA, IUS, and GVAL to tilt toward value. Commodity Momentum rotates among seven groups (Agriculture, Base Metals, Oil, Uranium, Timber, Gold, Energy) using a 42-day momentum comparison to SGOV; if a group’s momentum exceeds SGOV, that ETF is chosen; otherwise SGOV is held. The investments are rebalanced only within a 2% corridor, avoiding frequent churn. The design also emphasizes tax efficiency with no K-1 reporting. The result is a diversified, rule-driven mix designed to perform across market regimes.

Out-of-sample edge: ≈61% annual return vs SPY 9.39%; Sharpe 5.34 vs 0.93; Calmar 41.5; drawdown 1.47% vs 2.53%; beta ~0.65. A diversified, rules-based sleeve strategy delivering stronger, steadier growth with tax efficiency.