A rules-based, daily strategy that detects risk-on/risk-off and growth vs value using simple return comparisons (PICB vs IEF, SPY vs SPLV, IWO vs IWN), then rotates into preset ETF baskets spanning sectors, commodities, currencies, and hedges. High complexity/risk.

It asks 3 questions, then picks a basket of ETFs. 1) Are euro/international corporate bonds (PICB) doing worse than U.S. Treasuries (IEF) over ~3 months? If yes, long‑term risk‑off; else risk‑on. 2) Over ~2 weeks, are “low‑vol” U.S. stocks (SPLV) beating the S&P 500 (SPY)? If yes, short‑term risk‑off; else risk‑on. 3) Over ~10 weeks, are small growth stocks (IWO) lagging small value (IWN)? If yes, tilt to value/commodities; else tilt to growth/duration. Each of the 8 outcomes maps to a preset mix of sector, commodity, currency, and hedge ETFs (some inverse/leveraged). Rebalanced daily.

Out-of-sample, this regime-rotating ETF strategy keeps losses small (max drawdown 6.97% vs 18.76% for the S&P 500) with a Calmar ~1.57 and 10.94% annualized return vs SPY’s 19.58%—better downside protection and risk-adjusted strength.