A rules‑based portfolio that rotates among S&P 500, four US sectors, and long‑term Treasuries, with a safety net of T‑bills, staples, and gold. It uses moving averages, RSI, and volatility to lean into strength and cut risk in weak markets.

Split the portfolio: 15% each to XLF (financials), XLK (tech), XLE (energy), XLU (utilities), and 40% to TLT (long US Treasuries). Each sector: own it only if its 5‑day average is above its 50‑day; otherwise use “Super SPY”: if SPY is above its 200‑day average, own SPY; if not and QQQ’s RSI‑10 >30, hold 50% BIL (T‑bills) + 50% of XLP (staples) and GLD (gold) tilted to the steadier one; otherwise hold XLK. TLT sleeve flips between TLT and Super SPY using long‑term averages and RSI. RSI is a 0–100 gauge of recent strength; inverse‑vol just favors the steadier asset.

Out-of-sample, this strategy delivers superior risk-adjusted returns (Sharpe ~1.26 vs SPY ~1.05), noticeably lower max drawdown (12.25% vs 18.76%), and faster growth (OOS annualized return ~22.69% vs 19.10%), with built-in risk controls.