A two-mode momentum strategy that alternates between a small bundle of levered equity assets (surf + momentum) and a treasury/commodity hedged portfolio, guided by 20-day RSI and 20-day momentum, plus a short-term drawdown check to pick between TMF/TMV for risk-off periods.

Think of it as a two-mode system that chooses a small, diversified set of bets each period. Mode A (Surf) picks 1 asset that looks least overbought and 2 assets that have performed best recently, then splits your money evenly among the three. Mode B (Risk-off) kicks in when a risk signal suggests the market may be overextended, and it shifts into a treasury- and commodity-influenced mix, selecting between two leveraged treasury bets to ride waves with less downside. Signals are checked on 20-day windows and weights are kept equal among the chosen assets. There’s no daily full-scale rebalancing; signals update the allocation when the rules fire.

Two-mode momentum strategy that rides waves and hedges risk. Out-of-sample: ~47% annualized return vs ~21% S&P, with risk-off treasuries to curb drawdowns. Higher upside, diversification, and transparent rules.