Monthly, rule-based rotation using 63-day BND performance to switch between risk-on levered bets and risk-off hedges, with RSI-filtered asset picks and two main sleeves (Core Commander BND and an Aggressive Monthly Rotator) to adapt to different market regimes.{

- Core trigger: every month, measure the 63-day cumulative return of BND (a broad bond fund). If BND has risen over the last 63 days, the system leans toward risk-on; if BND is flat or negative, it leans toward risk-off. This decision is built into a multi-path decision tree. - Panic Path: Risk Off — this path hunts for hedges and inverse/anti-beta positions. It screens a pool of bear/short ETFs and anti-beta funds (for example SPXS, SQQQ, SOXS, TYD, TMF, BTAL, FAZ) and picks the top 4 by RSI strength over the last ~20 days. These are then held 100% (i.e., full allocation) for the risk-off episode. - Commander BND Monthly (63d CR BND) — Core risk-off/on logic gated by BND’s 63-day performance. When the system determines risk-off, this branch can override to a conservative stance; when risk-on, it moves to leveraged long bets. The “Risk ON, Go Leveraged Long” subtree selects 4 assets from a set of levered long bets (SOXL, TQQQ, TECL, UPRO, FAS, LTPZ) using the RSI screen over the last ~60 days (select bottom 4 by RSI, i.e., the strongest momentum names with low recent RSI values) and allocates 100% across those four. - Risk Off, Rising Rates — under rising-rate conditions this path buys short-treasury and rate-hedge or other hedges (for example TMV, TYO, DIG, USDU, TECS, SPXS, GDXJ) using bottom- or top-RSI filters (as shown in the logic) and weights the top pick at 1 of 4 with a 20/100 weight tile, etc. This aims to hedge against rising rates with inverse or protective positions. - Risk Off, Falling Rates (Harry Browne Edition) — this variant focuses on assets that tend to perform when rates fall and stocks rally, using a mix that includes levered equity exposure and select hedges (UPRO, TECL, TQQQ, TMF, GDXJ, BIL, SJB) to capture a potential “falling rates/rally” regime. - Monthly Rotator (Aggressive) — a separate, more aggressive sleeve that rotates into a basket of high-momentum, levered positions (SOXL, TECL, SOXL, UPRO, GDXJ, MIDU, TBX, STIP, UJB, etc.), selecting 1–4 assets via RSI screens and weighting in a smaller 20% of the overall portfolio (as indicated by the 20/100 weight in that branch). This sleeve aims to catch persistent uptrends in a high-risk posture while limiting exposure through selective, momentum-driven picks. - Weighting and cash allocation — the architecture uses cash-equal weightings within each selected group (i.e., even allocation among chosen assets) and an overall exposure framework where one group may carry a heavier allocation (80/100) and another a lighter allocation (20/100). The HTX designation notes a tax-structure wrapper (K-1 Free) intended to simplify tax reporting. - The practical effect for a user: if market signals imply calm or modest growth, the system may lean into leveraged growth bets (SOXL, TQQQ, TECL, UPRO) with a diversified tilt. If signals imply risk or a rate shock, the system shifts into hedges and inverse/short ETFs to protect capital. All the while, a monthly cadence keeps turnover reasonably contained and aligned with a single decision point each month. - Important caveats for a layperson: leveraged ETFs can magnify losses and have path-dependent behavior; the RSI-based rankings may lead to crowded trades; the multi-path structure can be sensitive to the exact thresholds and windows used (20 vs 60 days). Real-world results depend on commissions, slippage, tax costs, and how strictly the model adheres to backtested rules.

Out-of-sample: ~29.5% annualized return vs ~20.6% for the S&P. A disciplined, monthly risk-on/off framework uses momentum-driven levered bets with protective hedges to pursue bigger upside under rally regimes.