A monthly, regime-aware mix of hedges, bonds, and leveraged stock bets driven by momentum (RSI) and a bond-based risk switch (63-day BND vs BSV). It trades through multiple risk-off and risk-on paths, with an aggressive monthly rotation sleeve to seek upside in strong regimes while keeping drawdown risk in check.

What it tries to do: adapt to changing markets by switching between a safety-first mode and an aggressive-growth mode, and by rotating into the most promising assets each month. How it decides in plain language: - It watches two main levers: (1) a short-term momentum signal on the broad market (SPY) and (2) a longer-term bond signal (BND vs BSV). If SPY looks weak and bonds aren’t supporting risk, it enters a risk-off mode with hedges and inverse/short bets. If bonds signal strength relative to their peers, it leans into a risk-on sleeve of leveraged stock-exposure bets. - The risk-off path (Panic Path) buys a small handful of hedges that are designed to do well when stocks fall (bear ETFs and anti-beta funds). These picks are filtered by momentum (RSI) to choose the strongest candidates and are capped to a small number (top 4). - The risk-on path uses a “Commander BND Monthly” framework: if the 63-day bond signal is favorable (BND outperforms BSV), the model goes long with leverage in a set of aggressive equity/tech exposures (SOXL, TQQQ, TECL, UPRO, FAS) and a few inflation/credit hedges, selecting the best momentum runners via RSI over a longer window (60 days). This sleeve is rotated monthly and given a heavy but not exclusive weight. - There are additional branches for nuanced rate environments: “Risk Off, Rising Rates” tilts to break-even or hedged positions when longer rates are rising, and “Risk Off, Falling Rates” tilts to aggressively long equities when rates are falling, while keeping a protective counterweight. - A separate “Monthly Rotator (aggressive)” sleeve runs its own small universe (including gold miners, tech/leverage, energy, high yield) and rotates into the top or bottom momentum candidates each month to supplement the main sleeves. - Rebalancing happens monthly, and the framework is built to be tax-efficient by focusing on funds that typically issue 1099s (K-1 Free). In short, the strategy alternates between hedged, safer positions and levered bets on upturns, guided by momentum and rate signals and executed on a monthly cadence to keep risk in check while aiming for upside capture.

Regime-aware, monthly-rotating strategy blending hedges, bonds, and levered stock bets. Out-of-sample return ~37.5% vs SPY ~23%, with momentum-rate signals aimed at upside while managing risk. Expect higher drawdowns in stress.