A complex, adaptive, multi-asset portfolio that uses momentum signals and moving-average checks to tilt between equities, bonds, commodities, currencies, and volatility hedges, including leveraged ETFs, with fixed group weights for risk control. It aims to grow while dampening drawdowns through regime-based rotations.

It looks at many assets across several groups (stocks, international stocks, bonds, commodities, currency, volatility hedges). Each group has a target weight. The strategy uses momentum signals (roughly RSI-like indicators) and price versus moving averages to decide whether to tilt toward risk-on (more stocks, including leveraged bets like 2x or 3x) or risk-off (hedges like VIX-related funds and inverse-volatility, plus cash). When signals are strong, it scales into leveraged equity exposures within the group’s allowed weights; when signals deteriorate, it moves into hedges and cash, aiming to reduce drawdowns. The rules are hierarchical: broad market regimes drive general exposure, then sub-strategies refine the mix (e.g., tilting toward high-growth segments, value, or quality factors, and rotating between domestic and international exposure). The approach also includes explicit hedging rules tied to volatility (VIXY/UVXY and BTAL/EUM) and tactical diversification (different mixes like 50/50, 75/25, 10/90 between volatility hedges and equity exposure), all while preserving overall fixed weights to maintain balance. In practice, you’d see the model push more capital into broad market bulls when momentum is strong, then progressively add protective hedges and reduce leverage as volatility or breadth deteriorates. The end result is a dynamic, diversified, risk-managed portfolio that tries to capture up-moves while limiting downside via hedges and cash.

Offers diversification and risk control via regime-driven multi-asset tilts and hedges. While OOS returns lag the S&P 500 and drawdowns are larger, it provides lower beta and a potential volatility hedge as a satellite to core equity.