A dynamic, regime-based ETF strategy that switches between safety (short-term bonds), leveraged growth, dollar/hedge hedges, and a specialized HFEA mix for falling rates. It uses a volatility kick, momentum screens, and rate signals to pick assets, with a 5% rebalancing cushion and no K-1 ETFs.

Think of it as a small, rule-based engine that watches how worried the market is and how rates are moving, then allocates to one of four playbooks: - Crash risk-off: when fear is high, put all cash into short-term government bonds (safe haven). - Normal risk-on: if not in crash mode, pick three 3x levered growth ETFs (tech/large-caps) that look strongest on short-term momentum, and spread your weight among them (about two-thirds of the portfolio in this lane). - Rising rates: if longer-term bonds are outperforming short-term ones, shift to a dollar-strength/ bear-leaning mix plus a small short/ inverse hedge suite to protect against stock declines. - Falling rates (HFEA refined): when rates look like they’re dropping, use a combined growth/bond tilt (a specific two-asset mix with fixed weights) designed to benefit from falling rates, but with built-in checks (like a drawdown test) to avoid extended losses. Within each regime, there are additional micro-rules (e.g., how many assets to pick, how to sort by momentum, and exact weightings) to avoid over-concentration. The system keeps cash in reserve and only shifts when the regime signals an opportunity, with a notional 5% corridor to minimize churning. It also avoids complex K-1-generating funds, focusing on widely traded ETFs such as SHY, UPRO, TQQQ, TECL, TMF, USDU, SQQQ, TBF, IEI, GLD, TIP, BSV, and BND/BIL proxies. Key signals used (in plain terms): - A “fear” indicator (volatility-related) that, when high, drives risk-off into safe bonds. - A momentum screen over recent days to pick the strongest 3x levered growth bets when risk is on. - A rate environment check comparing different bonds to decide whether to tilt toward dollars and hedges in rising-rate conditions. - A fall-rate regime (HFEA) that uses a disciplined mix of growth and long-duration bonds with an additional trend/risk guardrail. Rebalancing is not continuous but occurs when signals shift regimes or when weights drift beyond a small corridor (0.05). The aim is to be adaptive without frequent trading.

An adaptive, four-regime ETF strategy that shifts between safety and opportunistic growth to capture upside while controlling risk. It delivers 22.73% out-of-sample annualized return vs the S&P 500’s 22.05%, with built-in hedges, cash buffers, and no K-1 ETFs.