Adaptive All Weather with crash protection uses four buckets (Crash Protection, Equities, Bonds, Commodities) plus a USD tilt. It selects specific leveraged or hedged ETFs via momentum/trend signals to shift exposure by market regime. Aims to perform across environments while staying K-1 free and tax-friendly; beware leverage risk and complexity.

- The system splits money into four main buckets: Crash Protection, Equities, Bonds, and Commodities, plus a USD tilt. Each bucket has its own rules for picking which ETFs to hold, largely based on momentum signals (how strong recent price moves have been) and trend checks (price relative to moving averages). - Within Crash Protection, a small set of levered bets (like QLD, SPUU, GUSH) is scanned and one is chosen based on a momentum screen. A trend check (whether a related index price is above its short-term moving average) helps decide if to enter that bet. - In Equities, the strategy leans into aggressive, levered stock bets (e.g., UPRO, TECL, TQQQ, SOXL, FAS) but only the top performers by recent momentum are kept (usually a handful of assets). - In Rising/Falling Rate environments for Bonds, the plan uses different bond bets and sometimes short or inverse exposures (to profit if rates rise or to hedge if rates fall), with selections guided by momentum and relative performance vs. other benchmarks. - In Commodities, it selects a few commodity-exposed ETFs that have shown the strongest momentum lately, aiming to hedge inflation risk and diversify away from traditional stocks/bonds. - The USD tilt (USDU) is used when the model thinks a stronger dollar would be beneficial for balance. - The overall weights and switches are designed to keep a diversified, adaptive exposure, trying to preserve the upside in good times while offering defenses in tough times. - The plan is software-driven, uses momentum and trend metrics, and remains “K-1 free.” It is not a simple static allocation and requires careful understanding of the leverage and ETF assets involved.

Out-of-sample edge: 23.46% annualized return vs SPY’s 21.68%, lower beta (~0.56), and Calmar ~1.28 with similar drawdowns. An adaptive, crash-protected all-weather strategy designed for higher upside with controlled risk (K-1 free).