A daily, rule-based, momentum-driven strategy that uses TIP as a risk canary. If TIP is healthy, it builds a 4-asset, equally weighted offensive core from a broad ETF universe using multi-horizon momentum; if TIP is weak, it shifts to defense with BIL. A volatility hedging overlay acts as a Black Swan catcher to trim risk during stress.

Plain-language view: - A canary (TIP) watches overall market health. If TIP looks OK over the last year, the system goes into “offense” and tries to own four of the best-performing assets by momentum. - Momentum is measured over several time horizons (roughly 1 year, 6 months, 3 months, and 1 month). From a big pool of ETFs (stocks, bonds, commodities, real estate, and broad market exposure), the top four are chosen at each step and then combined evenly. - If TIP looks weak, the system switches to “defense” and holds cash-like safety (BIL) instead of the offensive mix. - A separate risk guard (Black Swan Catcher) watches for signs of extreme volatility or stress. If danger signals fire (using indicators on volatile ETFs like UVXY and leveraged equity ETFs), the system can shift toward hedges or cash to reduce risk. - Rebalancing happens every day so the portfolio reflects the latest momentum signals and risk checks. - The version described uses no leverage; capital is allocated fully to the chosen assets.

Out-of-sample strategy blends multi-asset momentum with a TIP canary and Black Swan hedge. It delivers lower drawdown (14.2% vs 18.8%), solid risk-adjusted return (Calmar ~1.28), diversified, rule-based, no leverage.