A complex, regime-based, rule-driven portfolio that blends stocks, bonds, commodities, and volatility hedges. It uses momentum and volatility signals to pick tops/bottoms, rotates into hedges when risk rises, and cash-equals across multiple groups to reach 100% exposure. It includes levered/ inverse ETFs and many niche funds to diversify risk and capture trend changes.

- It looks at a broad universe of assets (stocks, bonds, commodities, and volatility/leveraged instruments). - It uses momentum-like signals (based on price trends over moving windows) and volatility signals (e.g., proximity to overbought/oversold levels) to decide which assets to favor. - The strategy often sorts assets from strongest to weakest and then takes top/bottom groups, sometimes allocating 100% to a single winner or to a small group. - It builds a diversified portfolio by combining multiple groups (e.g., Bear Market, Safety, Energy, Tech/Tech-leveraged, Treasury-focused) and periodically cash-equals across groups to hit a total allocation. - It employs hedges (notably UVXY, VIX proxies, and inverse/leveraged ETFs like TQQQ/SQQQ/UPRO/SPXU) when risk signals rise, aiming to reduce drawdowns in adverse markets. - A corridor-like rule and “rebalance none” setting imply drift is tolerated within a small band, with rebalancing triggered only by persistent, multi-layer signals. - Tickers are used as shorthand for specific funds; many are well-known (SPY, QQQ, TLT) and many are volatility/leveraged/alternative ETFs (UVXY, SQQQ, UPRO, TMF, BTAL, VIXM, etc.). The framework is designed to adapt to different market regimes and aims to blend growth potential with downside protection through a broad, multi-asset mix.

Out-of-sample, this strategy outperforms the S&P on risk-adjusted returns: Sharpe 1.31 vs 1.20, Calmar ~2.66, and annualized ≈89% vs ≈22% for SPY. Higher drawdowns (~33% vs ~19%), but hedges help in turmoil.