A diversified, rules-based, multi-asset approach combining core US stocks, hedges, sector momentum, value tilt, and commodity momentum, with quarterly updates to aim for better risk-adjusted returns and lower drawdowns than a traditional 60/40 mix.

Opus-12 blends five components into one portfolio. Each quarter, it splits 100% of capital as follows: 15% Efficient Core (NTSX) for broad US stocks with a hedge-like aim; 25% Volatility Hedge (GLD and DBMF) with inverse-vol weighting to favor the less-volatile option; 25% Sector Momentum by picking the top two performing sector ETFs over ~200 days and dividing 50/50 between them; 20% Large Cap Value using inverse-vol weights across VLUE, FNDX, VTV, RWL; 15% Commodity Momentum exploring seven commodity groups, each group choosing its ETF if it beat SHV on a 42-day window, otherwise holding SHV. The result is a diversified mix that seeks growth from equities, dampening from hedges, and opportunistic trend bets across sectors and commodities, updated quarterly by the investment committee.

Opus-12 offers stronger risk-adjusted performance than the S&P: oos Sharpe ~1.02 vs ~0.82, max drawdown 12.6% vs 22.1%, and steadier volatility, with 11.1% annualized return vs SPY’s 14%. A more resilient growth path with downside protection.