A daily-tuned, regime-aware strategy that uses short-end bond behavior as a rate signal and momentum checks to switch between risk-on equity bets and hedges, with a cash-equal backbone and a layered set of ETFs.

A daily-rebalanced, rule-based system that first infers a rate-regime from short-end bond behavior, then gauges risk appetite with momentum/momentum-like tests and RSI-style checks on broad market signals. It partitions decisions into major modes: (1) Bullish Recovery (long risk) using growth/tech and gold, (2) Bearish Inflationary Selloff with hedges and some defensive assets, and (3) Market Topping/VIX-testing (risk-off hedges). Each mode has explicit asset groups with weights (often cash-equal blocks) and a set of assets (ETFs) selected to exploit the expected regime. The core logic relies on moving-average returns over windows (5–25 days), RSI-type momentum thresholds, and comparisons against benchmarks like SPY/QQQ. If a test passes, it allocates to the corresponding group; if not, it moves to the next decision node. Risks include complexity, high turnover, levered exposures, and dependency on the accuracy of regime signals.

Choose this strategy for higher risk-adjusted gains and far milder drawdowns vs the S&P 500. Out-of-sample: ~32% annualized returns, Sharpe ~1.9, Calmar ~6, beta ~0.48, plus hedges and regime-aware shifts for resilience.