A daily, rules-based, regime-driven ETF portfolio that rotates between growth, value/commodities, and hedged/bonded exposures to adapt to market trends, with a Roth-broad framework for euro-bond to treasuries tilt.

- The portfolio is organized into two main thematic pillars: Value/Commodities tilt and Growth/Duration tilt, plus defensive hedges. - It uses moving-average return signals over short and longer windows (e.g., 9, 50, 70 days) to decide which regime is “on.” - Depending on the regime, it allocates capital across baskets of ETFs with fixed weights (for example, a 65/31/4 split in one regime) to represent value/commodities, hedges, and energy/natural resources. - In the Growth/Duration tilt, it combines assets like gold, long Treasuries, oil-related funds, and sector/quality equities to balance growth potential against duration risk. - Risk-on/off shifts are triggered by comparisons of trend metrics (for instance, moving-average returns of one group vs another, or cumulative-return checks against a benchmark). - The “Roth component” naming indicates an account-type and structural tilt toward bond proxies and currency considerations, but the macro effect is dynamic asset rotation among equities, commodities, currencies, and bonds with hedges. - Daily rebalancing aims to keep the portfolio aligned with the current regime, at the cost of higher trading activity and transaction costs.

A rules-based, regime-driven ETF strategy reduces downside risk: max drawdown ~7% vs the S&P’s ~19%, with smoother volatility and solid risk-adjusted growth. It complements SPY by protecting capital in downturns while aiming for steady gains.