A monthly, rule-based, multi-asset strategy that alternates between a Bitcoin/dollar exposure path and an aggressive rotor of ETFs, with a defensive guard that can tilt toward cash, gold, and bonds when momentum looks weak.

In plain language: once a month, the strategy decides where to put your cash among a set of ETFs. It runs two main paths: - Path A (Bitcoin moment): It checks Bitcoin-related exposure (GBTC) against a dollar-exposure fund (USDU) using a long look-back. The top performer between GBTC and USDU is chosen and funded fully. If that Bitcoin/dollar check isn’t favorable, it switches to a diversified, aggressive rotator path. - Path B (Monthly Rotator): If not in the Bitcoin moment, the model rotates among a basket of ETFs (gold, a volatility hedge, technology, a beta-hedge fund, cash-dollar exposure, and a couple of bond proxies). It uses momentum/RSI rules to pick a candidate inside this basket and gives it a portion of the cash (about 10% per asset in the list), aiming to ride trends while not overexposing to a single asset. - A separate guard/adjustment path (JNK Canary): there’s a secondary rule that checks whether high-yield bonds (JNK) are doing better than cash over the last month. If so, it leans toward SPY (broad equity exposure). If not, it may switch into a defensive Safety Mix (USD, gold, consumer staples, short-term bonds) or a Treasury tilt (TLT) based on a moving-average rule. - The whole structure is designed to rebalance monthly, keep some hedges in place, and use simple indicators (moving averages and RSI) to guide decisions rather than complex, opaque signals. The goal is to capture upside in favorable markets while reducing drawdowns in weak markets.

Out-of-sample edge: ~19.16% annual return, ~9.58% max drawdown, Calmar ~2.0, and beta ~0.31—stronger risk-adjusted performance vs. the S&P 500. A monthly, rule-based, multi-asset strategy with hedges and a Bitcoin tilt.