A five-bucket, rules-based ETF portfolio combining core market exposure, volatility hedging, sector momentum, value tilt, and commodity-momentum signals with fixed weights and conditional group picks.

Think of the plan as a five-pocket portfolio: - Efficient Core (15%): buys a high-multiplier broad market ETF to capture big market moves. - Volatility Hedge (25%): splits between gold-focused ETF and a volatility ETF, weighting more toward the less volatile option over a 30-day lookback to reduce risk when markets wobble. - Sector Momentum (25%): looks across several sector ETFs and, using a 200-day performance screen, puts money into the top two performers. - Large Cap Value (20%): among a few large-cap value ETFs, weights tilt toward the less volatile ones. - Commodity Momentum (15%): for each commodity group (like agriculture, metals, oil, uranium, timber, gold, energy) the model either buys a single commodity ETF or sits in cash based on whether that group’s recent 42-day return has beaten cash (SHV). Each group is treated separately but contributes to the total 15% allocation. The overall weights add up to 100%. The design uses a mix of risk controls (inverse-vol tilts) and tactical signals (momentum and group comparisons) to steer capital toward assets that appear to be outperforming while hedging risk with volatility and gold. Rebalancing isn’t automatic in this setup, but a small threshold is defined to guide drift control.

Out-of-sample performance shows higher risk-adjusted returns and resilience vs the S&P: OOS Sharpe ~1.79 vs 1.38, annualized return ~32% vs ~22%, max drawdown ~16.5% vs ~18.8%, beta ~0.85, Calmar ~1.96.