A multi-theme, momentum-rotation system that switches among volatility hedges, leveraged longs, bear/defensive ETFs, and defense, based on signals from SPY, bonds, and volatility indicators. No automatic rebalancing here.

Think of the strategy as several themed portfolios (Overbought S&P with a tilt to volatility; Bear Market/High Inflation; Defense/Risk-Off). Each theme has a list of ETF candidates. The rules scan market signals like how fast prices are rising or falling, whether the market is stretched (RSI-style checks), and how bonds and volatility are behaving. If a theme’s rules are met, the system picks the best ETF(s) from that theme (often just one top pick per theme) and allocates to them, sometimes with leverage, while keeping a cash reserve. It uses relative strength and moving-average style measures to rank candidates and decide which theme to follow. There is no automatic rebalancing in this version (rebalance: none). In practice, you’d see allocations shift toward volatility plays when SPY looks overbought, toward bear-market ETFs in down regimes, or toward defensive fixed-income/gold when risk-off signals appear, with multiple themes evaluated in parallel and the strongest signals driving picks.

Multi-theme rotation into volatility hedges, leveraged longs, and defense aims for outsized upside. OOS annualized return ~47% vs SPY ~21%, with risk control via Calmar ~0.96—diversified signals, not a single bet.