A multi-asset, rule-based strategy that blends Nasdaq/large-cap equity exposure with commodity and bond sleeves, selecting top momentum signals and using hedges (including leveraged/inverse ETFs) to adapt to market regimes, all with K-1 free ETFs and no fixed calendar rebalancing.

- The strategy organizes investments into three buckets: Commodities, Broad Market (primarily Nasdaq-focused), and Bonds. - Commodities: from a list of commodity-related ETFs (eg, SPY-like exposure, TLT, GDX, PDBC, FLOT), the system picks the top 2 assets by momentum over a 120-day lookback and allocates exposure there. - Broad Market: a deep set of decision rules around Nasdaq-related ETFs (like QQQ, TQQQ, PSQ, SQQQ, QQQ-based pairs) using signals such as short- and medium-term momentum and RSI-based checks. It includes hedges and defensive positions (e.g., inverse or leveraged proxies) when signals warn of overbought conditions or rising risk. - Bonds: uses bond-related ETFs (eg, BND, USDU) with rules around moving averages and other momentum/price signals to determine exposure to the bond sleeve. - Each rule assigns weights to the selected assets (often aiming at a small number of assets per group) so the combined portfolio sums to a target risk and return profile. - The model uses no calendar-based rebalancing; instead, it relies on signal-driven changes within the defined structure. The emphasis is on momentum and hedging, not on predicting fundamentals. - The result is a diversified, rule-driven portfolio that can shift among Nasdaq exposure, commodity/defense orientation, and bond hedges depending on the stated signals while staying within K-1 free ETF investments.

Out-of-sample, this strategy beats the S&P on risk-adjusted terms: Sharpe 1.74 vs 1.39, drawdown 7% vs 19%, Calmar 2.90, and ~20.6% annualized return (SPY ~23.3%). Diversified, momentum-driven, hedged, K-1 free—lower risk, meaningful upside.