A two-part, rule-based strategy that combines a top-performing asset pick with a risk-managed dip-buyer overlay to navigate trends across stocks, bonds, gold, commodities, and currencies. Uses a short-term RSI signal on QQQ, a drawdown check, and inverse-volatility tilts to switch between risk-on and risk-off stances, with leverage in select components and no automatic rebalancing.

- The strategy starts by building a cash-like base and selects two assets out of six that have performed best over the last roughly 4 months (120 days). Those two are given most of the exposure in that part of the portfolio. The six assets are: ProShares Ultra S&P 500 (SSO), iShares 20+ Year Treasury Bond ETF (TLT), SPDR Gold Shares (GLD), iShares Short Treasury Bond ETF (SHV), Invesco DB Commodity Index Tracking Fund (DBC), and Invesco DB US Dollar Index Bullish Fund (UUP). - A second, separate module titled “Not Boring dip buyer” runs a set of rules to decide whether to be more defensive or more aggressive. It looks at a short-term signal on tech (QQQ, which tracks popular tech-heavy stocks) using a momentum indicator (RSI) on a 10-day window. If QQQ’s RSI is below 32, that signals weakness and can push the system toward risk-off assets (safety-focused behavior). - There is a parallel check that compares how much QQQ drew down recently (a 10-day max-drawdown rule). If drawdown is above a threshold (e.g., more than a small loss), it nudges toward protection. - The “Risk Off” path tilts toward safer, lower-volatility assets. It explicitly uses a weighting approach that favors assets with lower recent volatility (inverse-volatility weighting) across GLD, TLT, QQQ, and UUP, so the more stable assets get higher weight when risk signals fire. - The “Risk On” path, with a strong tilt (85% weight within its sub-branch), targets a core risk-parity style stance using TLT and QLD (QQD/QLD: QLD is a levered Nasdaq exposure). This expresses a more aggressive stance on market uptrends while still balancing with bond exposure. - A separate “Top” selection block governs only the top two assets from the six for the base component, with a 65/100 weight per asset in that portion, and a total assessment across other blocks sets overall exposure. The outer layer shows a small overall balance (e.g., 30/100) that integrates the top-2 and the dip-buying/risk management legs. - Rebalancing is not automatic; there are minimum movement thresholds (corridor width) that constrain how aggressively weights can drift. In sum, the system tries to ride uptrends by picking the strongest performers among a diversified ETF set, but it also guards against downturns by turning to gold, Treasuries, and the dollar, and by tilting toward lower-volatility assets when risk rises. Portfolio construction uses simple, interpretable signals rather than complex optimization. The approach is inherently more aggressive during confirmed uptrends and more conservative during bursts of risk, with leverage used only in chosen components. Note: Leveraged ETFs (SSO, QLD) magnify both gains and losses. This strategy can experience whipsaws and higher drawdowns in choppy markets. Always consider your own risk tolerance and time horizon.

Out-of-sample edge vs S&P 500: Sharpe 1.59 vs 1.48, Calmar 2.17, drawdown 10.3% vs 18.8%, beta ~0.67. ~22.3% annualized return with hedged, diversified trend-following.