A multi-asset, long/short, momentum-driven strategy that blends growth bets (tech/ARK), hedges (volatility and inverse/exposed ETFs), and safety (Treasuries, cash-like funds) using RSI and other momentum/risk signals to rebalance across a large ETF universe. Very complex, high on leverage and hedging, aimed at growth with risk controls.

Think of this as a very sophisticated robo-investing recipe that builds a big soup from many ingredients. The code checks many different signals (basically, short-term price trends and volatility) for a lot of ETFs and funds. When a group of signals looks favorable, it buys or allocates to those assets. When signals look weak or risky, it shifts money toward safer options (like very short-term Treasuries or cash-like funds) or hedges that profit if markets move against stocks. Some parts of the system try to ride growth (tech/innovation ETFs), some parts try to profit from market swings (volatility ETFs), and some parts place bets that can go up or down depending on how the market moves (long/short pairs). The rules are layered: some blocks pick the top or bottom assets by momentum, some blocks compare different assets against each other using moving averages or standard deviation, and others apply stop-like checks to avoid big losses. There is a heavy reliance on levered and inverse ETFs, which can amplify gains but also amplify losses, so the plan is to blend riskier bets with safer, cash-like holdings. In short: it’s a big, rule-based mix of growth bets, hedges, income, and cash, adjusted frequently based on how markets are behaving right now.

Out-of-sample edge: better downside protection with lower max drawdown (17.1% vs 18.8%), lower beta (~0.68), and Calmar near 0.98, plus diversified hedges. A smoother, risk-adjusted path when the S&P faces volatility.