A rules‑driven “Dragon Portfolio” style mix that splits across growth, bonds, gold/commodities/USD, and crash insurance. It dials up leveraged tech in strong uptrends and shifts to Treasuries, gold, USD, defensives, or VIX‑linked hedges when conditions worsen.

Your money is split into five buckets: crash insurance, trend followers, a gold/commodities/U.S. dollar sleeve, a growth‑stocks sleeve, and rate‑driven Treasury trades. The rules watch three things: trend (up/down), short‑term “heat” (too hot/too cold), and whether rates are rising or falling. In calm uptrends it leans into aggressive stock funds (often leveraged tech/semis). When stress appears or rates rise, it shifts to Treasuries (sometimes inverse/leveraged), gold, the U.S. dollar, defensive sectors, or volatility funds that tend to jump when markets drop. It changes positions when signals flip (no set calendar rebalance).

Out-of-sample, the Dragon strategy beats the S&P 500 on risk: oos return 30.6% vs 22.4%, max DD 13.8% vs 18.8%, Sharpe 1.72 vs 1.41, Calmar 2.22, beta ~0.85.