Rules‑based “all‑weather” mix: 50% trend‑follow in commodities, gold, and Treasuries; 30% tactical S&P 500; 20% tactical Nasdaq. Uses moving averages and an RSI hot/cold gauge to rotate into cash, Treasuries, or hedges during downturns.

Portfolio is split into sleeves and rotated by two cues: moving averages (trend) and RSI (0–100 hot/cold). - 50%: commodities (DBC), gold (GLD) and Treasuries (IEF/TLT/SHY) only in uptrends; otherwise T‑bills (SHV). - 30%: U.S. stocks via SPY—own above its 200‑day average; below it, buy tech on sharp dips (XLK) or sit in T‑bills. - 20%: Nasdaq via QQQ—own in healthy markets; in weak/bear regimes switch among cash/Treasuries, inverse QQQ (PSQ/QID), or 2× QQQ (QLD). Extra rules cut risk when 12‑mo losses are deep.

Out-of-sample proof: higher risk-adjusted returns than SPY (OOS Sharpe ≈1.76) with far lower drawdowns (9.65% vs 18.76%), positive alpha and Calmar ≈1.95. All-weather diversification plus risk-managed tactical exposure aimed at more upside with less risk.