A rule-based, three-asset (stocks, bonds, commodities) strategy that follows long secular market cycles to tilt risk and potential return. It uses moving-average regime signals and momentum checks to allocate among ETFs, with hedges for bear markets and limited rebalancing to control drift.

What it tries to do in plain language: - It identifies long-running market regimes (bull or bear) using a price-trend rule based on long and short moving averages of a broad market index. A bull regime means stocks are favored; a bear regime means risk controls and hedges are emphasized. - In a bull regime, it nudges the portfolio toward growth-oriented stock exposure, while still including bonds for ballast and some commodities for diversification. It may also use occasional hedges to manage risk. - In a bear regime, it shifts assets toward safer holdings (bonds and cash-like exposures) and adds hedges against losses in stocks; it can even include mechanisms that benefit if tech stocks fall (a short exposure to tech-heavy indexes). - Signals come from several sources: price trends of the market, momentum in commodities, and momentum/overbought signals in stock indices. Specific funds (ETFs) are chosen to represent each asset class (stocks, bonds, commodities). - Weights are assigned to each ETF, and some parts of the system try to favor lower-volatility selections or to capture momentum in commodities. There’s also a mechanism to rotate among components when signals confirm trends. - Rebalancing happens only when allocations wander beyond a small drift; otherwise you keep the positions as they are, letting signals guide changes. - The strategy is built as a framework across three assets and uses a blend of long-only and selective hedging tools to manage risk and potential upside. Key takeaway for a layperson: it’s a rule-based, long-horizon approach that tries to buy into long stock uptrends while using bonds and commodities to smooth risk, and to switch toward hedges when the market shows signs of trouble.

Rule-based, three-asset strategy delivering a smoother ride with strong risk-adjusted gains vs the S&P: out-of-sample Sharpe ~1.38, Calmar ~1.72, beta ~0.78, max drawdown ~12% (vs ~19% for S&P) and ~20.7% annualized return.