A tactical, multi-asset tilt strategy that shifts between bonds/hedges and equity/tech exposure based on market trend (SPY vs 200-day MA) and momentum signals (RSI across bond, index, and tech proxies). It uses a mix of defensive ETFs (bonds, low-vol, inverse/leveraged bets, volatility futures) and equity/tech ETFs with equal-cash weighting in branches to seek good risk-adjusted returns with risk controls.

Plain-language description: - What it watches: a set of ETFs that proxy bonds, tech stocks, the broader market, inverse tech bets, and hedges. Examples include SHV (short Treasuries), TLT (long Treasuries), QQQ (tech stocks), ROM (leveraged tech), PSQ (inverse QQQ), SQQQ (3x inverse QQQ), TQQQ (3x leveraged QQQ), SPY (S&P 500), VIXY (volatility ETF), TMF (levered long Treasuries), SPLV (low-volatility stocks), BTAL (market-neutral anti-beta). The goal is to measure “risk-on” vs “risk-off” conditions and to tilt the portfolio accordingly. - The big trend check: it looks at SPY’s price relative to its 200-day moving average. If SPY is below this long-term trend line, the system treats the environment as risk-off and tilts toward defensive holdings (more bonds, hedges, and cash). If SPY is above the trend line, the environment is considered more favorable for equities and the system searches for the strongest ally among bonds vs inverse tech to decide the tilt. - The momentum checks: the strategy compares momentum gauges (RSI) across assets on short windows (around 10–14 days) to see which group is currently stronger. In practice, it might compare RSI(TLT,14) to RSI(PSQ,14) or RSI(QQQ,14) to RSI(TLT,14) to decide whether bonds or inverse tech look stronger. - The tilt logic (simplified): 1) If the market looks weak (SPY under 200-day MA): favor defensive elements (e.g., SHV, other safe or hedging instruments). 2) If the market looks strong (SPY above 200-day MA): compare whether bonds are acting stronger than an inverse tech proxy. If bonds look stronger, add exposure to bonds; if not, tilt toward tech/equities (using instruments like ROM or QQQ-related products) while applying hedges (e.g., VIXY, SQQQ, TMF) to manage risk. - Weighting: the rules show repeated use of equal cash weights in sub-branches, indicating exposure is often distributed rather than concentrated in a single instrument. The exact mix can shift heavily with each signal, but the intent is to maintain diversification and limit single-point risk. - What’s the end result you’d see: a flexible, market-adaptive allocation that spends more days in a balanced or mildly defensive posture, but can commit to leveraged tech or hedges when signals align. It’s designed to produce positive risk-adjusted returns (as suggested by the listed Sharpe and Calmar figures) while limiting drawdowns through hedges and diversification.

This strategy reduces drawdowns and improves risk control with diversified tilts between bonds/hedges and tech. Out-of-sample drawdown ~12.6% vs SPY ~18.8% and Calmar ~1.22, offering steadier, capital-protective exposure vs SPY.