A daily, rules-based, multi-asset rotation using momentum, trend, and volatility signals across ETFs and hedges to seek upside while controlling risk.

The strategy scans a wide universe of assets and signals across many layers. It uses indicators such as RSI (measuring recent price strength), moving-average price (trend direction), and standard deviation (volatility) to rank or filter assets. It then selects 1 or 2 top bets from each signal group, assigns them weights (often aiming for full exposure to chosen picks), and combines these into a final portfolio. Some blocks look for “bullish” momentum (top performers) while others guard against risk by dialing into volatility hedges (UVXY/UVIX), or by introducing bond proxies (like TLT, IEF) to smooth drawdowns. Signals feed into nested “if” logic: if a certain condition is met in a group, you buy or overweight a specific asset; if not, you may switch to another group or hedge. The process repeats as market conditions change (daily rebalance). The outer structure ties together many internal groups (NOVAs, KMLMs, etc.) into a final, day-to-day allocation. In short: it’s a big rulebook that tries to pick the best combination of bets each day based on momentum, risk signals, and hedging rules.

High upside with risk-aware, multi-asset rotation. Out-of-sample annualized return ≈48% vs S&P ≈20%; Calmar ≈2.1 and low SPY beta. Momentum, trend, and hedges aim for outsized gains with controlled risk.