A daily, rule-based, multi-asset portfolio that blends cash with a wide set of ETFs (stocks, bonds, gold, oil, currencies, international markets, and volatility hedges). It uses momentum and volatility signals to switch between risk-on and hedged positions, aiming for low drawdown with the opportunity for growth.

Plain-language view: - Daily rebalancing to a cash foundation with a broad, rule-driven asset mix. - It uses momentum signals (how strong a price move has been recently) and trend checks to decide whether to tilt toward stocks, international stocks, bonds, or hedge/defensive assets. - It includes many blocks that represent different market regimes (bullish, bearish, volatile, hedged) and selects exposures accordingly. - Hedging tools (VIX-related ETFs, BTAL, etc.) are used to dampen risk when volatility spikes. - Leveraged and inverse ETFs are used selectively to amplify bets or protection, but only when signals are favorable. - The result is a diversified blend across US equities, international equities, various bond maturities, gold, oil, and other commodities, plus currencies, with a strong emphasis on risk control and drawdown reduction. - A key practical idea behind the approach is to avoid concentration risk by spreading across many asset classes and using signals to determine when to pull back to safety vs. push into trend opportunities. What RSI and moving averages do in simple terms: RSI is a momentum gauge that helps decide if an asset has recently moved up or down too fast; moving averages compare the current price to its average over a window of days to confirm a trend. These ideas help the model decide where to put money today.

Out-of-sample, this dynamic multi-asset strategy delivers higher risk-adjusted returns with less drawdown than the S&P 500: Sharpe ~1.12 vs ~0.93, annualized ~20.5% vs ~16.8%, max drawdown ~10% vs ~19%, beta ~0.73, Calmar ~2.01.