Six independent, point-in-time signals across price momentum, the yield curve, realised vol, FX, commodity, and sovereign-risk axes. When any signal fires the strategy flips from the normal 50/30/20 allocation to the defensive 10/60/30 allocation. As of May 8, 2026 the regime is NORMAL.
Normal allocation: 50% SPY / 30% LQD / 20% Gold (with dip-buy overlay active).
Each signal's sparkline shows the last 1 year of trading-day firing history.
Every NORMAL ↔ DEFENSIVE transition since 2002-07-30.
Time in defensive regime: 44.5% (2401/5401 trading days)
See today's allocation, the full backtest, or read the methodology behind the rule engine.