A monthly, rules-based tactical strategy that toggles between risk-on (levered growth bets) and risk-off (bear and hedging positions) using a bond-based macro signal, plus a momentum-driven RSI rotation to select assets. Designed for K-1 friendly reporting with diversified sources of risk and return.

- Each month, check a bond-based signal: compare 63-day returns of BND vs BSV. If BND’s signal is stronger, you allow more risk-on positions; otherwise you tilt to risk-off. - Risk-On mode: select a small set of high-momentum, leveraged-long ETFs (examples include SOXL, TECL, TQQQ, UPRO, FAS) plus a diversification layer (e.g., LTPZ). The system uses a momentum filter (based on RSI and 60-day lookback) to pick the top assets and allocate roughly 100% across them for that month. - Risk-Off mode: shift into hedges and inverse/bear exposures to protect capital. This sleeve includes SPXS (S&P 500 bear 3x), SQQQ (QQQ bear 3x), SOXS (semis bear 3x), FAZ (financials bear 3x), plus bear-treasury products (TYD, TMV, TYO) and other hedges (BTAL). Momentum (RSI) screens determine which hedges are used, aiming to reduce drawdown during market stress. - RSI Rotator: a separate monthly rotation that polls a pool of assets (including gold miners, tech, semis, and energy plays) using RSI momentum. It selects assets with the strongest momentum in a given window and rotates exposure to them, helping to diversify sources of return and limit risk concentration. - Rebalancing: the framework rebalances monthly, keeping the overall risk posture in line with the macro signal while aiming to capture momentum-driven moves in the chosen assets. - Taxes: the design emphasizes K-1 free construction in the core, but investors should verify tax treatment of all holdings in their jurisdiction. - Risk/disclaimer: levered and inverse ETFs magnify both gains and losses and are more suitable for short horizons; users should understand the compounding effects and potential for sharp drawdowns during choppy markets.

Out-of-sample, this tactical strategy targets ~43.2% annualized return vs SPY’s ~22.3%, with Calmar ~0.92 and Sharpe ~1.05. It uses macro-bond signals plus momentum-based leverage and hedges, rebalanced monthly (K‑1 friendly).