A daily, rules-based system that mostly bets on DBMF when it’s trending up and momentum isn’t extreme, shifts to cash if momentum is extreme, and otherwise uses a lower-volatility mix of stocks, bonds, and gold (inverse-vol) when DBMF’s trend isn’t favorable.

What the strategy does in plain language: - It trades DBMF (iMGP DBi Managed Futures Strategy ETF) most of the time when the price trend looks healthy. It uses a simple trend filter: is DBMF trading above its 50-day moving average? If yes, the strategy considers a DBMF position. If not, it shifts to a different, diversified mix and reduces exposure to futures. - If DBMF is above its 50-day line (uptrend), the model looks at very short-term momentum in DBMF (2-day RSI). If that momentum is very weak (RSI < 20), it buys DBMF 100%. If momentum is extremely strong (RSI > 97.5), it moves to cash using BIL (SPDR Bloomberg 1-3 Month T-Bill ETF) 100% to avoid a potential pullback. If momentum is in between (20–97.5), it still stays 100% in DBMF. This is essentially: trend up + not-too-extreme momentum ≈ DBMF; extreme momentum or downtrend triggers an alternative. - If DBMF is not above the 50-day line (downtrend/not favorable), the strategy shifts to an inverse-volatility basket consisting of SPY (S&P 500), IEF (iShares 7-10 Year Treasuries), TLT (iShares 20+ Year Treasuries), and GLD (SPDR Gold Shares), using an inverse-vol weighting calculated over about 30 days. In simple terms: when the DBMF signal is not favorable, tilt into a mix that tends to have lower volatility, i.e., a diversified, lower-risk combo of stocks, bonds, and gold. - All decision rules are evaluated daily and weights reset accordingly.

Out-of-sample shine: higher risk-adjusted returns with far lower downside. Sharpe 1.32 vs S&P ~0.97; max drawdown 7.7% vs 18.8%; Calmar 1.58; beta ~0.21. Lower volatility, better protection, while still offering upside.