A quarterly, macro‑aware rotation. If bonds beat T‑bills, buy 4 leveraged growth funds that look least “hot” by 10‑day RSI. If not, switch to rate‑aware defenses (USD/defensives/inverse when yields rise; Treasuries/gold when they fall). Includes a 30% rate‑trend overlay.

Every quarter it checks if broad US bonds (BND) have been beating T‑bills (BIL). If yes, it goes “risk‑on”: it splits money across 4 leveraged growth funds (tech/semis/Nasdaq/S&P/financials or long Treasuries) that look least “hot” by a 10‑day RSI (a short‑term heat meter; lower = more oversold). If no, it goes “risk‑off” and then asks: are interest rates rising or falling? Rising: mix inverse/defensive funds plus a 40% US‑dollar stake. Falling: favor long Treasuries, gold, staples/health, and keep some cash. A separate 30% sleeve follows the rate trend alone with similar mixes.

Out-of-sample annualized return ~30% vs SPY ~22.6%, driven by macro-rate rotation and selective levered growth with rate-aware hedges. Higher upside, but larger drawdowns vs SPY.