A daily, rule-based rotation across Treasuries, hedges, cash, and select equities, using signals like volatility, momentum, and drawdown to pick 1–2 top assets per group. It aims for income (treasury/cash yields) with built-in risk controls to limit drawdowns, while dynamically adjusting exposure to capture upside in changing markets.

- Every day, the system rebalances a set of asset groups. - Within each group, it looks for the best assets using a mix of signals: volatility (high/low risk), momentum (price trends), and drawdown history. - It typically picks 1–2 assets from each group, using cash equal weighting across the chosen assets so no single bet dominates. - The “Dynamic Treasury Bear/Bull” modules pick bears (bearish Treasury bets like TMV) or bulls (bullish Treasuries like TMF/TTLs) based on recent volatility, trend, and drawdown measures, then pair them with hedges (e.g., UVXY, VIXM, PSQ) to manage risk during stress. - There are guardrails that compare each asset’s drawdown and volatility against thresholds and against reference assets (e.g., long Treasuries) to avoid large losses. - The result is a diversified, adaptive mix that seeks income from Treasuries and cash-like proxies while using hedges and equities selectively to capture upside across regimes. - The approach relies on familiar ETFs and some hedged/inverse instruments to create a broad, regime-aware exposure, with daily delta updates to reflect new signals.

Out-of-sample annualized return ~60% vs SPY ~23%, Sharpe ~1.39, Calmar ~1.88. A daily, rule-based rotation across Treasuries, hedges, cash, and select equities targets higher alpha and income with disciplined risk controls—superior, risk-managed upside to the S&P.