A monthly, rule-based tactical fund that blends a bond-led core (Commander BND Monthly) with an aggressive, RSI-driven Monthly Rotator sleeve. It switches between risk-on and risk-off using a 63-day BND vs. BSV signal, includes leveraged/inverse ETFs for upside/hedging, and rebalances monthly with an 80/20 core-to-rotator split, all in a K-1 Free framework.

This strategy runs in monthly cycles and splits money between two main sleeves: Commander BND Monthly (the core) and Monthly Rotator (an aggressive add-on). The core sleeve uses a signal based on how long-dated bonds have been performing relative to a risk-off bond proxy to decide if the environment is favorable for risk-taking or safety. Specifically, it compares a 63-day return signal for a broad bond fund (BND) with a short-term bond proxy (BSV). If bonds look strong over the last ~9 weeks, the system treats it as “Risk On” and increases exposure to leveraged equity bets via a sub-portfolio that buys a small number of top momentum stocks/ETFs (like leveraged tech and growth plays) while keeping risk contained. If bonds don’t show strength versus the risk-off proxy, the system shifts to defensive positions (shorts, inverse funds, or safer assets) to reduce potential losses. The Monthly Rotator sleeve operates separately but with the same momentum flavor. It selects a single aggressive bet (from a pool including technology, semiconductors, and other high-growth areas, often with leverage) using a short 20-day RSI lookback to pick the single best candidate each month. The two sleeves together total 100% of the portfolio, with roughly 80% in Commander BND Monthly and 20% in the Monthly Rotator. The design is explicitly tax-friendly (K-1 Free). All decisions are re-evaluated and rebalanced monthly, and the framework is designed to work across different market regimes (rising rates, falling rates, risk-on, risk-off) by switching among predefined asset groups. The approach uses simple momentum/RSI signals, moving-average style comparisons, and a capped number of positions to control drawdown while seeking growth. Important notes for a layperson: RSI is a momentum indicator that helps decide which assets are trending up or down; the strategy doesn’t rely on any single stock—it uses exchange-traded funds (ETFs) that track broad markets or sectors. Some tickers denote leveraged or inverse bets (e.g., 3x leverage on tech or long/short position in indexes) which can magnify both gains and losses. The aim is to capture upside when regimes favor risk-taking while reducing exposure when regimes favor safety. The taxonomy of assets includes long-dated Treasuries, short-term bonds, leveraged equity plays, inverse equity plays, and a few alternative hedges. The final allocation is designed to be transparent, rule-based, and rebalanced monthly to reflect changing market conditions.

Outperforms S&P: about 42% annualized out-of-sample return vs ~23% for the S&P, built on a bond-led core with an 80/20 rotator, regime-switching, monthly rebalances, and leveraged hedges—delivering strong risk-adjusted upside (Sharpe ~1.0).