A complex, signals-driven tactical strategy using a broad ETF universe (including leveraged bets) to pick 2–4 assets with position weights, while layering hedges (UVXY/VIXY and bonds) to manage risk. It combines RSI, moving averages, cumulative returns, and drawdown/volatility filters to dynamically tilt between growth and protection.

- The strategy scans a wide pool of ETFs (including leveraged bets on tech and semis, bonds, volatility, currencies, and commodities). - It computes multiple signals for each ETF: momentum measures (RSI, cumulative returns, moving-average returns), trend checks (price vs moving averages, exponential moving averages), and risk metrics (standard deviation, max drawdown). It also uses market context comparisons (often using SPY as a benchmark). - Assets are filtered through a cascade of decision blocks. An asset must pass risk and momentum criteria across several windows before it’s considered a candidate. - The model then ranks candidates using top/bottom selectors (e.g., top 2–3 by cumulative return or moving-average performance) and assigns weights to create a small, concentrated portfolio. - There are explicit hedging layers that add or adjust positions in volatility (UVXY, VIXY) and safe-haven/bond proxies (TLT, TMF, BND, IEF, SHY) to dampen drawdowns when risk signals flare up. - The strategy often uses multiple “scenarios” or named groupings, each with its own asset mix and weight scheme. The overall exposure is dynamically shifted between growth/leveraged bets and hedges, depending on the current signals. - A separate module (like KMLM SimplyGreen) appears to implement a different but related 4x up/3x down framework that blends SPYU/SPXU/UPRO with other assets based on RSI, moving averages, and risk metrics. - In practice, rebalancing happens as signals update, typically with a focus on the top signals and risk checks; the system is designed to react quickly to changes in momentum, trend, and volatility.

Signals-driven, hedged tactical strategy aiming for big upside with controlled risk. Out-of-sample: ~111% annualized return vs SPY ~28%; Calmar ~3.95. Dynamic hedges and momentum filters offer superior risk-adjusted gains versus the S&P 500.