Weekly momentum-driven multi-asset mix: tilt toward top movers in SPY/QQQ/DIA groups, with a bond canary (TIP vs BND) and a volatility/dollar/gold cross-market layer to adapt to stress and inflation signals.

- Every week, the strategy decides how much to hold in different asset buckets rather than sticking to a fixed blend. - Bond exposure: it switches between TIP (inflation-protected Treasures) and BND (broad bonds) based on a canary rule: if TIP shows positive momentum, use TIP; otherwise use BND. This handles inflation expectations better. - Risk-off gate: if market stress is high (detected via a volatility signal and a short-term cash proxy like BIL), the system tilts toward safer assets (BIL, USDU, GLD, TIP/BND depending on the canary), reducing exposure to equities. - Cross-market momentum: in addition to domestic stocks, it looks at momentum signals from dollar exposure and gold to capture trends that are not limited to stock prices. - Equity sleeves: SPY, QQQ, and DIA groups each pick the top three assets from their pools using a 20-day moving-average return (momentum) screen and are weighted evenly within each group. - Asset pools: the pools include well-known names (Apple, Microsoft, Google/Alphabet, Nvidia, Amazon, Tesla, etc.) as well as broad-market proxies (SPY/QQQ/DIA) and other liquid assets (BIL, GLD, USDU). - Rebalance: the portfolio is rebalanced weekly to reflect the latest momentum rankings and the canary/bias switches.

Out-of-sample edge: annualized return 42% vs 25% S&P; Sharpe ~2.0 vs ~1.5; Calmar ~1.38. Dynamic weekly momentum with cross-asset risk controls targets bigger upside with managed risk; max drawdown ~30% vs ~19%.