A market-timing strategy: it uses a 2x S&P 500 fund when stocks look healthy, and shifts into a rotating mix of defensive assets when the market weakens.

This strategy first checks whether the U.S. stock market (using SPY, a stand-in for the S&P 500) has been roughly stable or rising over the last month. If yes, it puts 70% into SSO, an aggressive fund that aims to move about twice as much as the S&P 500, and 30% into a defensive basket. If no, it skips SSO and moves fully into that defensive basket, which picks recent winners from gold, commodities, Treasury bonds, energy, healthcare, consumer staples, and an income-focused global stock fund.

Out-of-sample: 21.43% annual return vs SPY 20.30%, lower drawdown (13.40% vs 18.76%), better Calmar (~1.60) and Sharpe (~1.29), beta ~0.78. Timing + defensive rotation aims for steadier, higher-quality gains.