A weekly, rules-based momentum portfolio with 3 modes: panic → move to a US dollar ETF; calm → own the 3 hottest names in each of the S&P 500, Nasdaq 100, and Dow; stress → split between top commodities/currency and top bond plays.

Weekly rules with three modes. 1) Panic guard: if the “fear gauge” (VIXY) has surged—using an RSI speedometer (>75 means very hot)—move all to a US dollar fund (USDU). 2) Else, if inflation‑protected Treasuries (TIP) rose over ~3 months, go risk‑on: from S&P 500, Nasdaq 100, and Dow lists, buy the 3 strongest 1‑month winners in each, equal‑weighted. 3) Else, go risk‑off: split between the 2 strongest commodity/currency picks and the 3 strongest bond trades (some are leveraged). Rebalance weekly.

Out-of-sample Sharpe 3.34 vs SPY 2.83; OOS return ~109.6% vs 38.2%; Calmar ~20.4; max drawdown ~5.36% vs 3.16%. Higher risk-adjusted gains via cross-asset momentum and volatility guards.