A quarterly, bond-strength–driven risk-on/risk-off strategy using leveraged equity ETFs when bonds are strong; otherwise shifts to defensive assets aligned with rate expectations, with about 3–4 trades per year.

- The system runs a quarterly check to decide the market regime. It compares 60-day returns of broad bond funds to short-duration cash-like funds to judge bond strength. If bonds look better, it goes risk-on and buys leveraged stock ETFs (which aim to multiply the daily moves of the stock market). If bonds don’t look stronger, it goes risk-off and shifts into defensive assets. - Within risk-off, it splits by rate expectations: if rates are considered rising, the model tilts toward US dollar exposure and an inverse tech/short treasury mix; if rates are falling, it tilts toward gold, ultra-long treasuries, anti-beta diversification, and a defensive sector like consumer staples. - The exact assets within each group are chosen from a predefined list and ranked on momentum signals to pick the best candidate, with weights applied to control risk. - The design is intentionally infrequent in trading (3–4 times per year) to avoid churn and focus on regime shifts rather than daily noise.

Quarterly regime-switch: go leveraged equities when bonds strengthen, defend when they don’t. OOS shows about 32.4% annualized return vs 23% for the S&P, with disciplined risk controls—though drawdowns can be higher in stressed markets.