A large, rules-based, multi-asset framework that dynamically tilts among U.S. and international stocks, bonds, commodities, and volatility hedges using momentum (RSI), moving-average, and drawdown/return signals. It blends risk-on equity exposure with layered hedges (e.g., VIXY, BTAL, EUM) and uses many backtested portfolio templates to adapt to different market regimes.

- The strategy is organized as a hierarchy of groups (asset classes and portfolios). Each group contains rules that look for signals such as: a) momentum indicators (RSI thresholds, recent price strength), b) price relative to moving averages (is the price above/below a long-term average), c) recent performance (cumulative return over a window), and d) volatility/mean-reversion signals (standard deviation, top/bottom filters). - When a rule fires, the strategy allocates or adjusts weight to the corresponding asset group or subplot (e.g., “VIX Blend 75/25” uses VIXY with a 75% weight and a volatility hedge mix (EUM and BTAL) with 25% to safety; “Smooth Safety” couples inverse volatility and hedges to damp risk). - The main pools cover U.S. equities, international equities, Steadfast/hedged themes, and a large, diversified set of alternative blocks (bonds of various maturities, gold, oil, other commodities, and volatility proxies). - Signals are recomputed on the daily (or periodic) rebalance cadence, and weights are combined to total 100% per portfolio block. Some blocks are designed as backtest templates (e.g., 2007 FTLT Hedged) to evaluate performance across historical regimes. - The intent is to exploit diversification, trend-following, and hedging. The use of RSI, moving-average comparisons, cumulative returns, and inverse-volatility constructs aims to tilt risk exposures up or down as conditions change, rather than sticking to a fixed allocation. The system also uses familiar risk hedges (volatility futures like VIXY/UVXY and anti-beta/volatility dampers like BTAL, EUM) to cushion drawdowns during periods of rising volatility. - While many tickers are common ETFs, the design also includes less common blocks (e.g., niche international, hedged overlays, and “Alt Blocks”) to diversify sources of risk and potential alpha opportunities beyond simple buy-and-hold. The result is a complex, modular, and historically tested framework rather than a single static rule set.

Out-of-sample, this dynamic multi-asset strategy delivers superior risk-adjusted returns: Sharpe ~1.49 vs ~0.89 for the S&P, max drawdown ~3.6% vs ~18.8%, and Calmar ~2.39. It blends hedges with momentum to pursue upside while protecting capital.