A daily, rules-based rotation across equities and hedges, with an optional KMLM macro-rotator. It seeks growth in strong markets while hedging risk with VIX/Treasury positions, using momentum signals to guide bets and a non-leveraged core (with optional leveraged paths in certain branches).

- Core idea: stay in equities when markets look healthy, hedge or diversify when risk rises, and use a separate KMLM-based module as an optional macro-rotator. - Signals used include momentum and trend checks: RSI (a momentum gauge) on various markets (SPY, QQQ, IOO, etc.) and moving-average comparisons (price vs a moving average). If momentum looks strong (certain RSI and price conditions), the algorithm leans into equities; if momentum looks weak or overbought, it tilts toward hedges like VIX futures or short-term Treasuries. - Hedge logic: when risk signals trigger (for example, high RSI readings on stock indices or a drop in relative strength), the strategy can scale into hedges such as VIXY (VIX futures exposure) and BTAL/BIL (alternatives and Treasuries) to dampen volatility. The weights are often equalized within hedged legs (e.g., 50/50 between VIX hedges and an alternate sleeve) to maintain diversification. - KMLM switcher module: an embedded rotation that, on select days, pushes capital into KMLM (a managed-futures index ETF) or uses TECL/SVIX or long/short rotator combos if KMLM does not trigger. This module uses its own momentum checks (RSI, cumulative returns, and other filters) to decide if KMLM or another macro sleeve should lead the allocation. - Final output: the system targets an EQUITIES allocation with daily rebalancing; if the KMLM switcher fires, it may override the usual equity mix with a macro-rotator. The entire schema is essentially a structured decision tree that selects assets and weights based on a constellation of momentum, price trend, and regime signals, all designed to deliver growth with a built-in risk control system.

Out-of-sample, the strategy underperforms the S&P on return and risk metrics and shows larger drawdowns. Its rule-based, multi-asset rotation with hedges (VIX/Treasuries) and a macro-rotator diversifies risk and can help protect portfolios across market regimes.