Rules-based, daily‑rebalanced portfolio that shifts between stocks, bonds, commodities, and “fear” hedges. Uses trend and a simple heat gauge (RSI) to trim risk when markets are hot, buy dips when they’re washed out, and park in T‑bills when trends break.

- 45% stocks, 30% bonds, 15% commodities/“fear” hedges, 10% real estate/industrials. - It watches two things: trend and “heat.” Trend = price vs its recent average. Heat (RSI) is a 0–100 gauge of how fast something just rose or fell; >75 is “too hot,” <30 is “washed out.” - When stocks get too hot, it trims risk by mixing “fear” ETFs (linked to VIX) and defensive funds (market‑neutral or inverse). - When stocks fall hard, it buys dips mainly in tech/semis, but only if short‑term signals say “washed out.” - Bonds flip between long Treasuries, short‑duration cash-like bills, or even profit from falling bond prices, based on trends and heat. - Commodities sleeves ride uptrends in oil/energy/broad commodities and step aside to T‑bills when trends weaken. A small tail‑risk sleeve buys “fear” when markets get euphoric. - Rebalances daily by rules; no discretionary calls.

Out-of-sample, this rules-based, daily-rebalanced strategy delivers superior downside control: max drawdown 12.69% vs SPY’s 18.76%, Calmar 0.862, and Sharpe 0.75, with diversified exposure and trend hedges—risk-managed growth vs. the S&P 500.