The self-directed meta-allocator (agent v3). Each day it reads the market regime and reallocates across equity, gold, bonds, BTC, managed-futures and cash — bigger equity bets when calm (no leverage on the equity leg), gold, managed futures and bonds in storms (still half-size BTC if it is above its 44-day line), with an emergency vol-brake and a bond-trend gate. Backtest ~+27%/yr · Sharpe 1.20 · −32% DD (backtest ran with the old 1.4× cap) · forward deep-crash odds ~5%.
Risk-on (broad market above its 200-day, calm vol): hold the higher-momentum equity (SPY or QQQ), vol-sized with no leverage (capped at 1.0×), plus gold, a managed-futures sleeve (DBMF), and BTC while it trends. An oversold dip can size the equity up, but never past 1.0×. Total gross across sleeves can reach ~1.5×. Risk-off (below trend or vol > 35%): rotate to gold, bonds (only if bonds are trending up), the trend sleeve, half-size BTC if it is above its 44-day line, and cash. Emergency brake: if short-term volatility spikes, the offensive legs are cut immediately — it doesn't wait for month-end. It's every edge the desk validated, orchestrated in one book.