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-rotation strategy offers higher risk-adjusted returns (Sharpe ~1.53 vs SPY ~1.12), much smaller drawdowns (~7% vs ~19%), and lower beta, with about 19.6% annualized gains—steadier than the S&P 500.