A two-branch, rules-based strategy that toggles between growth (Nasdaq/QLD) and hedges (SVXY/VIXM) plus defensives (SHY, SPY, BTAL, GLD, XLP) based on 60-day momentum and 45-day volatility signals, using bonds (BND/BIL) as benchmarks to decide when to tilt toward risk or protection.

Two parallel checks (volatility-focused and market-wide) run in parallel. Each check looks at recent performance of a growth proxy (QLD or SPY) against bond proxies (BND and BIL) to decide if the market favors growth. It then uses volatility indicators (RSI and return volatility) on VIX-related ETFs and a momentum measure on Nasdaq (QQQ) to fine-tune which assets to own. If growth looks strong and volatility is manageable, the model tilts toward growth (QLD). If volatility looks high or growth signals weaken, it tilts toward hedges (SVXY, VIXM) and a defensive set (SHY, SPY, BTAL, GLD, XLP). The two branches are designed to be complementary, giving exposure to Nasdaq growth when conditions permit and protection via volatility hedges and defensive assets when conditions deteriorate. Rebalancing is not aggressive; weights are allocated across the chosen assets with a narrow adjustment window. Ticker explanations below help you understand what each instrument is.

Out-of-sample return: 22.75% vs 22.36% for the S&P. A rules-based tilt between Nasdaq growth and volatility hedges/defensives aims for higher upside with diversified exposure and built-in risk management across regimes.