A conditional, cash-equal, multi-asset approach that switches between JEPI+HIBL for income/equity upside or hedges/alternatives (BTAL/UGL and DBMF/TMV) based on a 10-day bond momentum test and 12-day RSI screens, with no fixed rebalancing and a 2% drift threshold.

What you’re looking at is a conditional, cash-equal, multi-asset plan that switches between two broad modes based on a short-term trend check in the bond market. Here’s the idea in plain terms: - Step 1: The model watches how bonds have been behaving over the last 10 days. If bonds look relatively stronger than a Treasury-focused benchmark, it buys two things at the same time: JEPI (an income-focused stock ETF) and HIBL (a leveraged exposure to high-growth, higher-risk stocks). It gives each of them the same amount of money. - Step 2: If bonds aren’t showing that short-term strength, the plan shifts to hedges and alternatives. It then does two mini-choosings: • From BTAL (an anti-beta hedge fund) and UGL (gold), it picks the one with weaker recent momentum (lowest RSI over the last 12 days) and would allocate evenly within that chosen option. • From DBMF (managed futures) and TMV (bearish long Treasuries on 3x leverage), it again picks the one with weaker recent momentum and would allocate evenly within that option. - Step 3: Weights are kept equal for the assets currently in use. If the first path is chosen, you get JEPI and HIBL 50/50. If the second path is chosen, you get one asset from BTAL/UGL and one asset from DBMF/TMV, each getting half the portfolio, unless the exact engine rules say otherwise. - Rebalancing: There’s no fixed schedule rebalancing. The system uses a 2% corridor (drift limit) before it would consider rebalancing. - RSI and windows: RSI (a momentum gauge that ranges roughly 0-100) over a 12-day lookback helps pick the weaker performer in each pair, under the assumption that the element with weaker recent momentum may revert or offer an attractive entry. - Why these pieces? JEPI provides income via options-like strategies on equities; HIBL adds amplified equity exposure for upside (with higher risk). BTAL aims to dampen beta risk (a hedge), UGL offers exposure to a hard-asset (gold) which can behave differently than stocks, DBMF targets trend-following across futures (often diversifying risk), and TMV is a bet against very long Treasuries (a hedge against a falling bonds regime). In short: the plan toggles between a two-asset income/equity tilt and two-asset hedging/alternative tilts, guided by short-term bond momentum and momentum screens, with equal weighting when assets are active. Important: this is a sophisticated strategy and relies on several leveraged and alternative ETFs, which can be volatile.

Out-of-sample shows ~44% annualized return vs SPY’s ~23.7%, with Calmar ~1.20—strong risk-adjusted upside. A dynamic, cash-equal, multi-asset mix blends income, equity upside, and hedges to diversify stock risk.