Daily, rules-based rotation: Risk ON when bonds are firm, buying recent “dips” in leveraged growth ETFs; Risk OFF when bonds weaken, shifting to USD/commodities/anti‑beta and long/short Treasuries based on whether rates are rising or falling. Aims to cut big drawdowns.

1) Master switch: If the broad bond market (BND) has risen over ~11 weeks, it’s Risk ON; otherwise Risk OFF. 2) Risk ON: “Buy the dip” across a basket (mainly 3x tech/semis/Nasdaq/S&P/banks/small‑caps), often picking the 2–4 most “cold” funds by a short‑term “hot/cold” score (RSI: 0=cold, 100=hot). If volatility spikes, it briefly trades long/short Treasuries (TMF/TMV) or a shorter‑term surf list. 3) Risk OFF: If rates are rising (long‑Treasuries weak), rotate to USD, commodities, anti‑beta, and sometimes inverse equity and short‑Treasuries; if rates are falling, favor long‑Treasuries plus USD, staples, anti‑beta. Rebalances daily; uses PDBC (commodities) to stay K‑1‑free.

Out-of-sample: ~29.3% annualized return vs SPY ~21.1%, driven by risk-on/risk-off rotation, rate hedges, USD/commodities diversifiers, and leveraged growth exposure. Expect higher drawdowns, but upside and diversification can outperform in upcycles.