Rules-based “risk on/risk off” system. When bonds look healthy it leans into leveraged tech/semis or cash; when bonds are weak it rotates to USD, Treasuries, and defensive sectors. Decisions use trend, recent returns, drawdowns, and RSI.

1) Check if bonds (BND) have risen over ~11 weeks. If yes: put 60% in a tech/semis playbook (TQQQ, SQQQ, SOXL/SOXS) that buys uptrends and fades big drops, else holds T‑bills; and 40% in a safety mix of 4 funds (short Treasuries, strong USD, commodities, market‑neutral/short) that are holding up best. If bonds are weak: switch to risk‑off menus for rising vs falling rates, favoring USD, long Treasuries, and defensive stock sectors. Signals: trend vs a 25‑day average, recent 1–8 week returns, max drop from a recent high, and RSI (recent wins vs losses).

Out-of-sample: max drawdown 13.6% vs SPY 18.8%; annualized return 10.6% vs 22.2%. Stronger risk control and diversification from a rules-based risk-on/risk-off system with crash hedges—better capital preservation in downturns.