A leverage-friendly, all-weather style mix that diversifies across stocks, bonds, and commodities, then tactically tilts using momentum/volatility signals and levered/ inverse ETFs to try to outperform while remaining K-1 free.

Think of it as a large, diversified bookshelf (stocks, bonds, commodities) that is allowed to tilt toward or away from risk every day. The system checks several signals (how differ­ent parts of the market are performing, how volatile they are, and whether certain assets look overbought or oversold). If the signals say “risk is high,” it leans into safety assets (bonds, cash proxies) and into hedges (inverse/levered volatility or bear ETFs). If signals favor risk-taking, it increases exposure to equities, sometimes using leveraged or inverse ETFs to amplify returns. The rules are executed through a long, nested decision tree that selects specific ETF tickers (for example, TQQQ for 3x Nasdaq exposure, SOXS for semiconductor bears, UVXY for volatility, and various bond/commodity ETFs) and assigns weights. The goal is to maintain a resilient, diversified posture that can profit in rising rates, falling growth, inflation, or deflation regimes, while keeping the tax burden K-1 free by limiting to standard ETFs. Rebalancing happens frequently (daily in the design) to keep the target allocation aligned with the latest signals.

Out-of-sample: ~42.3% annualized return with ~12.3% max drawdown vs SPY's ~23.5% and ~18.8%, Calmar ~3.44. Diversified, signal-driven tilts using levered/inverse ETFs, K-1 free, aiming for higher upside with controlled risk.