A complex, rule-based rotation that shifts among stocks, bonds, gold, and volatility ETFs to ride big moves while seeking to limit losses in turmoil.

What the strategy does in plain language: 1) It looks at the overall market regime using a long list of signals (price trends, volatility indicators, momentum scans, and crisis-style clues). 2) It ranks candidate assets (a long list of ETFs including broad market, sector, bond, gold, and volatility funds) by how favorable their recent behavior has been. 3) It chooses a single asset (or a very small number) to hold, favoring the asset with the strongest favorable signal according to a hierarchy of rules. 4) When the regime shifts toward risk-off (volatility rising, downturn signals), the system tilts into defensive assets (short-term bonds, gold, cash proxies) and, if conditions demand, hedges with volatility-related ETFs. 5) It uses dedicated “crisis” logic to mimic historically strong moves during past market stress, often expanding exposure to hedges and inverse/volatility plays. 6) Throughout, there are risk-management checks and a preference for assets with lower beta to the broad market when volatility spikes. 7) The system is highly modular: you can substitute or add ETFs (including less common ones like KMLM) as building blocks without changing the core logic. In short, it’s a complex, rule-based rotation that tries to own the right thing on the right day, with a bias toward surviving crashes and capturing big rallies. Example flows (high level): in calm uptrends it tends to pick a stock-oriented ETF (e.g., broad market or tech-focused) with momentum strength; in a spike in fear it may flip to BSV/ICSH (defensive bonds) or GLD, and may allocate a small tilt to UVXY to benefit from rapid volatility spikes. The exact nested conditions are numerous and designed to capture multiple market moods, but the end result is a single-asset, rule-driven posture that adapts daily.

Disciplined, rule-based rotation across stocks, bonds, gold, and volatility aims to capture big moves while limiting crashes. OOS return ~21.7% vs SPY ~19.2%; Calmar ~0.98 signals strong risk-adjusted upside with controlled drawdowns.