A monthly trend/momentum model. If mega‑cap US stocks weaken, it holds a defensive mix (USMV, Treasuries, managed‑futures). If strong, it owns one top‑trending ETF (can be leveraged long or inverse, often semis/tech) plus diversifiers (FTLS, DBMF).

Every month, it checks if big US stocks are in an uptrend (XLG above its ~6‑month average). If not, it goes defensive: low‑vol US stocks (USMV), 3–7y Treasuries (IEI) and managed‑futures (DBMF) equally. If yes, it puts ~40–50% into the single best performer (by 2–10‑month returns) from a list that can go long or inverse (some 2–3× leveraged)—e.g., semis up (SOXL/USD) or short tech/sectors (SQQQ/SOXS/SKF)—and holds FTLS and DBMF for balance. A faster risk check (“BIT” vs ~3.5‑month average) tweaks that 40–50% size.

Backtested across regimes and out-of-sample data, this strategy shifts to defense when mega-cap leadership fades, and anchors with a top momentum sleeve when it strengthens, plus diversifiers. Aims for stronger risk-adjusted returns and lower drawdowns vs the S&P 500.