A daily, rules-based tilt toward gold and gold miners with an explicit risk-off sleeve. It uses momentum and trend signals to pick and size levered gold/miner ETFs, while rotating into hedges when conditions worsen, all with equal cash weighting and daily rebalancing.

- Each day, the system looks at a basket of gold and gold-mining assets (GLD, UGL, NUGT, GDX, DUST, JDST, and related tickers) plus a risk-off sleeve (UUP, SPYV, SHY, SHV, SVXY, etc.). - It runs momentum checks (using indicators like RSI over a 14-day window) to gauge which assets look strongest or weakest. - It compares GLD’s momentum and trend against its own moving averages (for example, GLD’s 30-day vs 40-day moving average). A bullish cross (shorter MA above longer MA) supports holding or increasing gold exposure; a bearish signal supports reducing risk or moving to hedges. - It looks at how each asset is performing relative to GLD (relative-strength-based filtering). The strategy tends to favor the stronger momentum assets (e.g., UGL, NUGT when gold is in an uptrend, or DUST/JDST when miners are likely to fall). - Several nested checks involve GLD’s RSI (e.g., very low RSI suggesting oversold conditions, or very high RSI suggesting overbought conditions) and occasional cumulative-return tests over short windows to time entries or exits. - The cash portion is allocated equally (“wt-cash-equal”) among the selected assets, so no single asset dominates unless signals clearly favor it. - A separate risk-off module (“WIP ---- Gold Moving Down --HELP”) activates when signals indicate gold weakness or market stress: it selects top-performing hedges from assets like UUP, SPYV, SHY, SHV, SVXY to stabilize the portfolio. - The overall approach is daily, so positions are rotated frequently, leveraging or de-leveraging as signals warrant, with the goal of tilting toward gold when momentum is positive and stepping into hedges when momentum turns negative.

Gold-centric, rules-based strategy delivering higher risk-adjusted upside vs S&P. OOS return ~34.6% vs 21%; Sharpe ~1.33 vs 1.25; Calmar ~1.56. Daily rebalancing plus built-in risk-off hedges for downside protection.