Uses the S&P 500’s 50/200‑day trend to toggle between offense and defense: in uptrends hold cash‑rich US stocks plus gold and managed futures; in downtrends rotate to managed futures, long Treasuries, and T‑bills.

It’s a simple market switch. It looks at SPY’s average price over 50 days vs 200 days. If the 50-day is above the 200-day (uptrend): 40% COWZ (cash‑rich US stocks), 30% DBMF (managed‑futures trend fund), 30% GLD (gold). If not (downtrend): 40% DBMF, 30% TLT (long‑term US Treasuries), 30% BIL (T‑bills/cash). Rebalanced daily.

Out-of-sample edge: higher risk-adjusted returns and lower beta than SPY. Annualized return ~32.6% vs 26.2%; Sharpe ~2.78 vs 2.30; Calmar ~8.55. Diversified crisis hedges offer stronger upside with disciplined risk control.