A market-timing strategy that uses bond signals to switch between aggressive 3x stock funds and defensive assets, then fine-tunes its defense based on whether interest rates appear to be rising or falling.

This strategy first asks: are bonds acting healthier than cash over the last 2 months? If yes, it goes into an aggressive mode and buys 2 of 4 high-powered stock funds that have fallen the most recently, betting on a rebound. If no, it switches to defense. It then asks whether long-term bonds are weak or strong. If bond weakness suggests rising interest rates, it leans toward the US dollar plus a hedge that can profit from falling tech stocks or falling bond prices. If bond strength suggests falling rates, it spreads money across gold, long-term Treasury bonds, a defensive stock strategy, and consumer staples.

Macro-timed strategy aims for outsized upside: ~37.2% oos annualized return vs S&P ~21.7%, via selective 3x equity bets and rate-aware hedges. Diversifies across regimes; potential for outperformance in shifts, but carries large drawdowns (~66%).