A daily, diversified, momentum-driven portfolio across stocks, bonds, gold, commodities, and currencies with built-in risk controls and bear-market protection.

Every day the model scans several asset groups: commodities (DBC), gold (GLD), multiple Treasury-bond buckets (IEF, TLT, SHY, SHV), equities (QQQ, SPY, XLK), currency (UUP) and a staples tilt (XLP). Within each group, it checks simple momentum signals (short-term vs long-term price averages) to decide if that group should be invested. If signals favor an asset, it gets allocated; if not, the model shifts to safe holdings (short Treasuries or cash). Some parts use RSI thresholds to fine-tune risk (e.g., avoid overextended conditions) and there is a built-in bear-market defense that leans into cash when risk rises. All weights sum to 100 and the plan rebalances daily, with occasional conditional rules that switch between growth and safety based on trend strength and risk signals.

Investing in this strategy offers stronger risk-adjusted performance out of sample: OOS Sharpe ~1.93 vs SPY ~1.12, drawdown cut to ~8.7% from ~18.8%, and Calmar ~2.18. Diversified momentum with bear-market protection aims to grow in uptrends while limiting losses.