Runs a Hedgefundie-style 55/45 only when rates are falling and markets are calm; otherwise shifts to Treasuries, USD, gold, or inverse hedges. Crash spikes send it to short-term Treasuries. Rules-based, uses RSI/return checks. No K‑1.

1) If market panic: when a volatility fund (VIXM) shows a very “hot” 40‑day reading (RSI), go 100% SHY (very short US Treasuries). 2) Else pick the rate regime: if broad bonds (BND) beat T‑Bills (BIL) over 60 days, put ~68% into three of TECL/TQQQ/UPRO/TMF that look least overheated short‑term (by RSI); rest in cash. 3) Else if long Treasuries (TLT) lag T‑Bills over 20 days, go defensive: ~88% into a single hedge (QID = inverse Nasdaq or TBF = inverse long Treasuries, whichever is weaker), plus ~12% in USDU (long US dollar). 4) Else (falling rates): if the S&P 500 hasn’t dropped >5% in the last 10 days, run HFEA (55% UPRO + 45% TMF). If it has, use a safety mix: IEI, GLD, TIP, BSV. No K‑1 funds.

Out-of-sample, this strategy targets about 28.5% annualized return vs SPY’s ~23%, with regime-driven hedges designed to capture growth in calm, falling-rate markets and protect during spikes. Higher upside, but larger drawdown risk.