Uses short‑term Treasury behavior to infer the interest‑rate regime, then adds quick risk checks (stocks vs utilities, volatility, real estate vs commodities) to rotate among tech‑led growth, Treasuries/defensives, or inflation hedges/shorts. Daily.

1) Read short‑term Treasuries (SHY) with a heat meter (RSI). High = bond prices strong (rates easing); low = weak (rates tightening). 2) Check risk appetite: stocks vs utilities, real estate vs commodities, consumer sectors, volatility (VIX), and recent drawdown. 3) Allocate: growth/tech in recoveries; Treasuries/defensives in risk‑off; shorts plus energy/materials/agri in inflation shocks. Daily rebalance.

Out-of-sample, this rate-regime strategy targets higher upside with far less risk: ~43% annualized return vs ~18.6% for the S&P, max drawdown ~5.4% vs ~18.8%, Sharpe ~2.39 vs ~1.01, Calmar ~8 vs ~1.