Monthly, equal-weight sleeves in gold, agriculture, base metals, oil, uranium, and timber. Hold a sleeve’s commodity fund only if it beat 7–10 year U.S. Treasuries (IEF) over the past month; otherwise hold IEF. Simple, rules-based trend toggle.

Each month your money is split equally into 6 sleeves: gold (GLD), agriculture (DBA), base metals like copper/aluminum (DBB), oil (DBO), uranium miners (URA), and timber/forestry stocks (WOOD). For each sleeve, we look at the last ~1 month. If that fund did better than a 7–10 year U.S. Treasury bond fund (IEF), we hold it; if not, we hold IEF instead. Equal weights across sleeves; repeat monthly. This aims to ride rising commodities and fall back to bonds when they cool.

Out-of-sample: six-sleeve commodity strategy with bond fallback—6.71% return, 15.65% max drawdown, Calmar 0.43, Sharpe 0.62 over ~3.8 years; lower drawdowns and inflation hedging vs SPY’s 22.1% drawdown and 13.3% return.