A diversified but very active portfolio that keeps a large reserve, owns stocks/bonds/real assets, and frequently shifts into hedges or aggressive trades depending on market heat, fear, and trend.

This is a rule-based portfolio that splits money across stocks, foreign markets, bonds, real estate, commodities, and a dedicated “fear hedge.” It checks whether markets look calm, overheated, falling, or panicky using short-term momentum and trend signals. When things look risky, it shifts parts of the portfolio into volatility funds, defensive funds, Treasury bonds, or inverse funds. When markets look healthier, some sleeves move back into stock sectors, international markets, or even aggressive leveraged funds. In plain English: it tries to own growth assets in good times, and quickly hide in shock absorbers when markets get too hot or unstable.

Out-of-sample Sharpe around 1.05 vs S&P, beta about 0.50, and max drawdown around 9.3% vs 18.8% for SPY. Calmar around 1.19 with ~11.1% annualized return. A dynamic, rule-based multi-asset strategy delivering growth with notably less downside than the S&P.