A complex, rule-based, multi-asset rotation that sits behind a hedge-heavy core. It diversifies across stocks, bonds, gold, energy/commodities, currencies, and volatility, using momentum-style signals to decide what to own or short each day. The goal is to cut big losses, reduce volatility, and nudge up risk-adjusted returns by replacing a SPY-centric approach with a robust, hedged, 2007-era symphony.

- The system splits capital into several sleeves (major blocks of exposure). The biggest sleeve is the 2007 FTLT Hedged core. - Each sleeve contains a web of if-then rules that pick assets to own or short based on momentum-like checks (comparing recent price action to short- and medium-term trends, and occasionally price vs. moving averages). - Signals are calculated across a wide universe of ETFs that cover stocks, bonds, gold, oil, other commodities, currencies, and volatility. Examples include SPY, QQQ, XLK (stock exposure), TLT/TMF/SHY/SHV/BND (bond exposure), GLD (gold), UCO/DBO/XLE/DBA (energy/commodities), UVXY/VIXY (volatility hedges), and PSQ/QID/SH (short-broad-market hedges). - Based on the signals, the system allocates weights (some blocks are highly weighted while others get lighter or cash ballast). It also uses explicit short positions to hedge (e.g., ProShares Short QQQ, Short S&P 500 proxies) when downturns are signaled. - The framework rebalance cadence is daily, so positions and weights adjust every day as signals update. - The composite aim is to reduce big drawdowns (DD) and volatility (SD) while aiming for modest upside, i.e., better risk-adjusted returns (AR). - The design includes many thematic sub-sleeves (e.g., “Energy Momentum,” “Commodities Macro Momentum,” “Interstellar” groups) to capture different market regimes and diversify risk sources beyond stocks and bonds. This is intended to be a highly diversified, risk-managed, and regime-aware strategy rather than a traditional single-asset approach.

Choose a hedge-heavy, multi-asset rotation that trims worst losses and lowers volatility. In out-of-sample tests, max drawdown is ~11.5% vs SPY ~18.8%, with strong risk-adjusted performance across regimes, thanks to daily, rules-based hedging.