This is a variation of the commodities model which includes several currencies and countries as buffers against commodity fluctuations.The futures based DBA, DBB and DBC have been replaced along with IYR, the real estate component.
Note the yellow volatility line versus the SPY red line.
This is more a trading portfolio than an investing portfolio as the rankings (and returns) can change quickly and we don't see the usual extended run of positions ranked #1 and 2 as in the more market neutral models.
Nevertheless, there are some quantifiable edges here (see Costanza post) if the trading plan is closely followed. A Top #1 ranking sort is shown...the top 2 also yields respectable results.