A rule-based, multi-asset strategy that allocates across Commodities, Broad Market (Nasdaq-focused) and Bonds with built-in hedges. It uses momentum and short-term/medium-term signals to pick assets (including Nasdaq levered/inverse ETFs) and to tilt toward or away from risk, aiming for growth with risk control in a K-1 Free framework.

The portfolio is split into three main buckets: Commodities, Broad Market (Nasdaq-focused), and Bonds, with explicit target weights (roughly 17%, 30%, and 53%). Each bucket uses simple rules to pick assets: - Commodities: scan a basket of commodity proxies (GDX, PDBC, US oil? etc.) and pick the top two performers over a lookback (about 120 days); allocate a portion based on equal sharing within the bucket. - Broad Market: uses Nasdaq-related ETFs (QQQ, QQQ-leverage, inverse/short variants like PSQ, SQQQ, TQQQ) and applies a cascade of momentum and timing tests (short-term RSI-like checks, moving-average comparisons, and price tests) to decide which Nasdaq-related instrument to own and when to rotate among them or hedge using inverse/leveraged variants. There are embedded sub-blocks for mood/volatility signals (e.g., “Overbought S&P. Sell the rip. Buy volatility”) that drive hedging moves or defense tilts. - Bonds: emphasizes core bond exposure (BND) with moving-average checks and dollar-hedge option (USDU) to capture or protect against interest-rate moves. When risk signals rise (e.g., overbought signals, trend reversals, or weak momentum), the system may shift toward hedges like UVXY or TMV-based legs; when signals improve, it shifts toward cash-equivalent or bond-like exposure. The system also includes “defense/modified” blocks to reduce equity exposure in downturn scenarios while preserving some upside via selective Nasdaq instruments. The overall rebalance rule is set (0.13 corridor) but configured as none for automatic rebalancing in this setup, implying manual/periodic assessment or a specific cadence. The result is a diversified, rule-driven mix intended to capture broad-market upside while containing risk via hedges and defensive assets.

Out-of-sample, superior risk-adjusted returns with far smaller drawdowns: oos Sharpe 1.74 vs 1.39, Calmar 2.90, max dd 7% vs 19%. About 20.6% annualized (SPY 23.3%), but with beta ~0.3 and built-in hedges. K-1 Free.