A daily RSI(2)-driven commodity strategy that buys PDBC on extreme oversold signals, moves to cash on extreme overbought signals, and otherwise uses a 50-day trend filter or an inverse-volatility mix of stocks, bonds, and gold to manage risk.

On a daily rebalance, the system first checks PDBC's RSI over the last 2 days. If RSI(2) is very low (oversold), it goes all-in on PDBC (long commodities). If RSI(2) is not extremely low, it tests if RSI(2) is very high (overbought); if yes, it shifts entirely into BIL (cash-like). If RSI(2) is in between, it then uses a trend filter: if the current PDBC price is above its 50-day moving average, it stays with a commodity tilt (PDBC); if not, it switches to a volatility-weighted mix across SPY, IEF, TLT, and GLD using a 10-day lookback to allocate by inverse volatility (risk-parity style). In short: extreme oversold signals buy commodity, extreme overbought signals move to cash, otherwise use a trend check to stay with commodities or diversify into a risk-managed basket. Rebalances occur daily.

Out-of-sample Sharpe 1.34 and Calmar 2.37, with a 6.99% max drawdown vs SPY's 18.76%. Competitive annualized return (16.58% vs 17.05%), plus built-in cash and volatility-weighted diversification for smoother, downside-protected growth.