A monthly, bond‑guided regime strategy. If bonds trend up, it buys dips in leveraged tech/US stocks. If bonds trend down, it shifts to hedges (inverse stocks, short bonds, cash/gold miners). A small side sleeve buys one monthly “dip.”

Each month the strategy decides where to be: 1) Panic check: if the S&P 500 just fell hard, switch to hedges (inverse stock funds, long Treasuries) that are currently strong. 2) Else, look at BND (broad US bonds). If bonds rose over ~3 months, go Risk ON and buy 4 aggressive stock funds that are most “oversold” (low RSI). 3) If bonds fell, go Risk OFF: if rates look to be rising, use inverse stocks/short bonds, plus energy/USD; if rates look to be falling, lean to cash/T‑bills or gold miners. 4) A 20% sleeve also buys one “dip” each month from a small list (tech/semis/gold miners/bonds). RSI is a quick score of recent price strength (high=strong, low=weak).

Out-of-sample annualized return ~29.5% vs SPY ~20.6%, with Calmar ~0.545 and Sharpe ~0.761. A bond-driven regime strategy that times risk-on dips and hedges, aiming for higher long-run growth than the S&P 500.