Weekly, momentum-based, multi-asset portfolio that uses a TIP canary switch for risk-off protection and cross-market screens (BIL, USDU, GLD). It selects top 3 stocks from three large groups (SPY, QQQ, DIA) based on 20-day momentum, plus optional commodity/bond/dollar assets, and rebalances weekly.

Here's how it works in plain language: - Every week, the system decides if market risk is high or low using risk signals (volatility and hedging proxies). - If risk is high (risk-off): it pivots toward safer or hedging assets (TIP, US dollar proxy USDU, plus select commodities/bonds) instead of chasing stock gains. - If risk is low (risk-on): it splits the portfolio into three stock-focused groups: SPY (broad market), QQQ (tech-heavy), and DIA (large-cap). In each group, it ranks a list of big-name stocks by their recent momentum (how much they’ve been moving up in the last ~20 trading days) and selects the top 3 to own, weighting them evenly within the group. - In addition, a cross-market momentum screen looks at extra asset types (short-term bonds BIL, dollar asset USDU, gold GLD, and other commodities) and may pull in the top performers from those pools as potential holdings, to improve diversification and catch regime changes. - The “canary switch” changes the default bond exposure from BND to TIP to keep inflation-protection and risk control in the mix. - The chosen assets are then combined to form a 100% gross-weighted portfolio, which is rebalanced every week. The result is a diversified, momentum-driven mix that aims for upside from equities while trying to limit losses with risk-off safeguards.

Out-of-sample, this strategy shows higher risk-adjusted returns and more upside than SPY: OOS return 34.1% vs 25.0%, Sharpe 1.64 vs 1.49. It uses TIP risk-off protection, cross-asset momentum, and weekly rebalancing for diversification.