A risk-managed, rule-driven, multi-asset framework that uses price trends, momentum signals, and hedges to try to avoid market crashes while preserving upside, with an emphasis on cash-equal weighting and defensive shifts during stress (backtested since 2002).

The strategy watches several market signals and switches what it holds accordingly. It uses SPY as the main market gauge: if SPY’s price is above key moving averages (short- and medium-term trends are up) and other price/momentum checks look good, it tends to keep or add exposure to SPY. If those checks fail (the market looks weak or risky), it shifts toward safer assets (short-duration Treasuries or cash-like positions) and protective or hedging positions (for example, inverse Nasdaq exposure). It also looks at tech momentum and strength (via RSI-style signals on XLK in relation to QQQ) to decide whether to tilt toward tech stocks or toward hedging assets such as PSQ (an inverse Nasdaq ETF). The assets are weighted in a cash-equal way when they pass the rules, meaning the available capital is divided evenly among the eligible holdings. There are additional layers of rules grouped under a “Bear Market Sideways Protection” theme that trigger deleveraging if Nasdaq or the overall market shows crash-like signals. The plan includes a diverse set of ETFs to express different risk profiles: SPY (broad market), QQQ (Nasdaq), XLK (tech), XLP (consumer staples), IEI (short- to mid-term bonds), SHV (very short Treasuries), PSQ (inverse Nasdaq), QLD/QID (leveraged/inverse Nasdaq). The overall aim is to avoid big crashes while trying to participate in up moves when conditions are favorable. Note: this is a backtested framework and relies on historical signals; real-world results can differ.

Out-of-sample performance shows ~28.7% annualized vs SPY ~23.3%, with smaller max drawdown (~10% vs ~19%), higher Sharpe (~1.76 vs ~1.45), and lower beta (~0.80). A rules-based, multi-asset strategy engineered for upside with crash protection.