A monthly, rule-based blend: 80% to a bond-centric core (Commander BND Monthly) that tilts between NVDA and LLY based on SPY/BND signals, plus 20% to a momentum-driven rotator between NVDA and LLY using RSI. Built to combine bond stability with selective tech/pharma exposure and a nimble stock tilt.

Two main parts operate on a monthly cadence: - Commander BND Monthly (80% of portfolio): This is the core sleeve anchored to bonds (BND). It uses signals to decide between NVDA (tech) and LLY (pharma) based on how the broad market (SPY) and bonds have behaved recently. For example, if SPY looks weak over 10 days, the rule tilts toward LLY. If SPY is not weak, the sleeve checks BND’s performance over about two months (63 days). If BND has positive momentum, NVDA is favored; otherwise LLY may be favored. There are additional conditional checks that can adjust the tilt further, but the general idea is to let bonds guide the core exposure and use NVDA/LLY as tactical equity bets within that bond-centric framework. The result is a mostly bond-backed allocation with selective NVIDIA or Lilly exposure based on trend signals. - Monthly Rotator (aggressive, 20%): This sleeve adds a momentum-based tilt between NVDA and LLY. It runs an RSI-like relative-strength measure over approximately 90 days to pick the stronger stock (top 1) and allocates about 10% of the total portfolio to that stock. The rotator adds a nimble tilt to catch uptrends in the two stocks, complementing the steadier bond-driven core. Overall, the two parts combine to produce an 80/20 mix between a bond-focused core and an equity momentum add-on. Tickers used and what they represent: NVDA (NVIDIA) – tech/semiconductors; LLY (Eli Lilly) – pharma; SPY – broad US stock market index; BND – broad bond market; TLT – long-duration US Treasuries used in some checks. Indicators: moving-average returns (short-term momentum), cumulative returns (longer-term trend), and RSI-style relative strength for the rotator. Signals are windows-based (e.g., 10-day, 63-day, 84-day, 90-day) to diversify the signal timing and reduce whipsaws. The plan rebalances monthly, so positions are adjusted only once per month rather than daily. Practical effect: A portfolio that leans on bonds as the base, but with a disciplined mechanism to tilt toward the stronger of NVDA or LLY depending on trend, plus a lighter, momentum-driven pop to capture recent strength in either stock. It provides exposure to technology, healthcare, and fixed income, with risk management through diversification of signals and a rule-based approach.

Out-of-sample, this strategy targets ~31.7% annualized returns versus SPY’s ~18.3%, with a solid risk-adjusted profile (Calmar ~1.08) and a bond-first core plus selective NVDA/LLY exposure. Higher growth potential with diversified signals; note larger drawdowns in downturns.