A daily, multi‑asset, rule‑based strategy using momentum, trend and volatility signals across equities, bonds, volatility, and a core managed‑futures reference (KMLM). It leans into leveraged tech bets when conditions look favorable, and pivots to hedges/cash when risk rises, with a protective volatility/alternative‑asset overlay.

A daily rulebook decides which ETFs to own and how much to invest in each. The rules mix momentum signals (price trends and RSI), price versus moving averages, and relative strength to pick assets or hedges. Some blocks push capital into high‑beta tech bets (leveraged ETFs like TQQQ, TECL, SOXL) when conditions look favorable. Other blocks favor hedges (UVXY, VIXY, PSQ, SQQQ) or cash/bonds when risk signals rise. A special core module (The Holy Grail with 20D KMLM) uses the KMLM managed-futures ETF as a trend baseline and tests TQQQ vs KMLM on short windows, with potential hedges if momentum falters. A Four Corners module emphasizes volatility hedging and protective rotations into diversified bets like TLT, BTAL, and related assets. The entire system rebalances daily, aiming to ride trends while dampening drawdowns with hedges and diversification.

Diversified, rule-based, multi-asset strategy blending momentum, trend and volatility hedges. Out-of-sample ~15.5% annualized return with Calmar ~0.80 and Sharpe ~0.59, delivering risk-managed exposure beyond the S&P 500’s equity ride.