An aggressive market-timing strategy: hide in T-bills during volatility spikes; otherwise, use 6 long-term stock-vs-commodity tests to switch between leveraged bullish and bearish bets.

This strategy checks for market panic first. If a volatility fund called VIXM has become extremely overheated over the last 10 days, it moves everything into very short-term Treasury bills (BIL). If not, it runs 6 separate tests: over the last 100, 200, 300, 400, 500, and 600 days, have U.S. stocks (SPY) done better than commodities (DBC)? If yes, that sleeve buys aggressive bullish funds focused on tech, healthcare, banks, and sometimes long-term bonds. If no, it buys aggressive bearish funds that profit when tech, banks, or long-term bonds fall, plus a fund tied to falling market volatility. Each sleeve gives more weight to the calmer holdings and less to the jumpier ones, based on the last 20 days. The final portfolio is an equal mix of all 6 sleeves.

An adaptive, risk-aware strategy with ~0.70 market beta, six lookback regimes, and a volatility hedge. Out-of-sample annualized return ~18.8% with solid risk-adjusted performance, offering diversification vs. the S&P 500.