A rule-based, multi-bucket strategy that blends momentum, risk-off hedges, and leveraged bond plays to adapt to changing markets. It aims to grow with trends in stocks and bonds while protecting against rising rates and volatility. Tickers span stocks, Treasuries, gold, dollar, and hedges across defensive and leveraged bets.

- The strategy starts with a cash-equal base that spreads capital across four main groups: Safety, Bonds, Mom, and BlackSwanCatcher. - Safety and Leveraged Safety: when markets look stressed or rates move unfavorably, capital shifts toward dollar strength, hedges, and consumer staples/gold-like assets (e.g., UUP for dollar, PSQ/SH for bearish equity bets, GLD for gold, TMV as a 3x treasuries bear hedge, XLP as a defensive sector). - Bonds: this is the core macro/bond positioning. It toggles between “Normal Market” 1x bond exposure (split between long and intermediate Treasuries via VGLT and VGIT) and dynamic leverage called “Rising Rates” or “Falling Rates” scenarios that use Treasuries as the anchor and TMF/TMV to amplify moves. The decision logic looks at how the bond complex is performing (overall returns, moving averages) and what the yield/rate environment suggests, then decides whether to go with safer long-duration exposure or to tilt toward leveraged bets on bonds (TMF) or inverse moves (TMV) to capture trends. - Mom (Momentum): this bucket scans a basket of assets (SPY, TLT, GLD, UUP, DBC, SHV) and picks the top performers over about 4 months (120 days). The idea is to tilt toward assets that have shown strength recently, with weights that reflect their relative performance. - BlackSwanCatcher (Volatility/Scenario risk): this module watches volatility signals (notably UVXY and related measures) and looks for breakouts or extreme moves. If volatility is high or a catalyst is detected, it shifts to a defensive/volatility-friendly mix or reduces risk in growth assets. It also contains nested checks for “huge volatility” regimes and includes a secondary path that can briefly tilt toward safety assets or hedges when risk spikes. - Rebalancing and weights: each bucket has prescribed weights and may include sub-weights (e.g., 60/40 in bonds, 30/30/30 in a mix) and a corridor-style approach to avoid overconcentration. The overall result is a dynamic, rule-based portfolio that aims to ride trends in stocks and bonds, protect against rate moves and volatility surges, and opportunistically use leverage to magnify favorable moves in selected scenarios. - Tickers and assets: the strategy uses a mix of well-known ETFs and several less-popular ones (e.g., TMF, TMV, UUP, GLD, PSQ, SH, BTAL, XLP, USDU, DBC, VGLT, VGIT, BND, BIL, TLT). It does not rely on a single market signal but rather a tapestry of trend-following, risk-off, and hedging signals to determine exposure.

Dynamic, rule-based multi-asset strategy blending momentum, risk-off hedges, and leveraged bonds to ride trends and shield against rising rates. Out-of-sample Calmar ~1.36 and max drawdown ~15.5% (vs SPY ~18.8%), with ~21% annualized return vs SPY ~23%.