A rules-based, multi-asset rotation strategy centered on KMLM (managed futures) that blends hedges, levered equity proxies, and cash. Uses momentum signals and a 200-day price filter to control when leverage is allowed, aiming for growth with capital protection.

Think of this as a smart, rotating portfolio. It watches several basic market signals to decide whether to take more risk or pull back. If signals look strong but overextended, it hedges with volatility and bonds while keeping some equity exposure. If signals are weak or choppy, it moves toward cash or hedges to reduce risk. The centerpiece is KMLM (a managed-futures strategy) which is blended with other assets to capture both up- and down-market moves. Leverage is allowed, but only up to 2x and only when the price is above a long-term average, to avoid reckless bets. In short: a dynamic, signal-driven mix of futures-based exposure, hedges, and cash designed to grow gradually while protecting capital. Key components explained in plain terms: - KMLM: A managed-futures strategy that aims to profit from trends in a broad set of futures markets; helps diversify away from traditional stocks and bonds. - RSI and momentum concepts: Simple scores that tell if recent moves are unusually strong; extreme scores can trigger hedges or risk-off moves. - Hedging proxies (VIXY, VIXM, SVXY) and bonds (TLT, TMF, TMV): Used to dampen risk when markets become volatile or lose momentum. - Leveraged ETFs (e.g., TECL, SOXL, SPXL, SSO): Used sparingly when long-term price signals are strong, to amplify upside while still governed by risk checks. - Cash/equal-weight layers: Protective default layers that keep allocation from becoming too concentrated in any single asset class. - 200-day rule: A long-term price test that governs whether leverage is permitted, acting as a guardrail against excessive risk.

Dynamic, risk-managed rotation blending managed futures, hedges, and cash. Out-of-sample drawdown is lower (4.0% vs 5.1%), Calmar 3.35, delivering steadier, capital-protective growth with stronger risk-adjusted prospects than the S&P 500.