A quarterly, rule-based mix of sector mean-reversion, global sector/treasury rotation, diversifiers (futures and gold), and selective leverage. It seeks steady retirement-friendly growth by buying recent underperformers, adding ballast with diversifiers, and using leverage to boost potential gains, all within a diversified framework.

- The strategy rebalance happens quarterly, restructuring a mix of assets to target a retirement-friendly growth path with controlled risk. - It looks for underperformance (mean reversion) within different groups of assets over specific windows and then tilts exposure toward those underperformers, betting they’ll rebound. - Domestic sector mean reversion and Global Sector + Treasury mean reversion are the core engines. They scan baskets of sector ETFs (e.g., VDE for energy, VNQ for real estate, VHT for health care, VGT for tech, etc.) and a few Treasury ETFs (IEF, EDV) and pick the weakest performers over lookback windows (63 days for domestic sectors; 10–20–20–63 day windows in different blocks). - The selected assets are then allocated with a weighted approach (often about 80/100 in the chosen set) to emphasize the underperformers while spreading risk across several sectors and a mix of bond exposure. - Diversifiers layer adds non-equity protection: Simplify Managed Futures (CTA), KMLM (a managed futures index ETF), and GLD (gold) with a 30-day lookback, helping smooth volatility and provide ballast when equity rotations go awry. - Leverage sleeve magnifies exposure to market moves through instruments like UPRO (3x S&P 500), BTAL (anti-beta to dampen beta-driven risk), ZROZ (long-duration duration proxy), and targeted two-times bets on Health (CURE, VHT) and Tech (TECL, VGT). - The Dynamic Weighting block blends these components with rules that pick the bottom performers over a 30- or 20-day horizon and determine how heavily to weight each sleeve (e.g., Diversifiers at 18%, Leverage at 34%, Dynamic Weighting itself at 12%, and Sector Reversion components at the rest). - The combined portfolio aims for diversified sources of return: mean reversion in domestic/global sectors, tail-hedging/diversification from futures and gold, and amplified upside from selected levered bets, all while maintaining quarterly rebalancing to keep risk in check. - It is built around ETFs and index funds, so liquidity is generally strong, but levered and futures-like pieces add complexity and risk that must be managed, especially in volatile or trending markets.

Out-of-sample: ~32.6% annualized return vs S&P ~30.7%, Calmar ~1.47, and diversified ballast (futures, gold) with leverage. Quarterly rotations target retirement-friendly growth; expect higher drawdowns (~22%).