A rule-based, multi-asset rotation system that shifts among leveraged equities, volatility hedges, and Treasuries based on momentum and trend signals to seek upside while guarding against risk.

- The system runs many small decision blocks in parallel and then combines them. - It looks at recent performance (like cumulative returns over windows) to pick top ideas. - It uses momentum-like gauges (RSI) and price trends (moving averages) to decide if an asset is “strong” or “weak.” - Based on these signals, it rotates among leveraged stock ETFs (e.g., TQQQ, SPXL, UPRO), inverses/volatility proxies (e.g., UVXY, SQQQ, QID, PSQ, VIXY), and bond/cash proxies (BIL, SHY, IEF, TLT, SPY as a broad reference, etc.). - It groups ideas into named regimes (e.g., “Bull Market,” “Bear,” “Hedge”) and then allocates weights within and across groups, often using cash-equal or near-equal principles within a selected set. - A kickoff “ALL NUMBERS” root suggests broad equity exposure is a default, but the final mix is driven by the live signals and the top/bottom selections. - The approach relies on proxies like KMLM for trend checks, along with more familiar tickers, to form its final portfolio. - The intent is to ride strong regimes, rotate into hedges when volatility or drawdown risk rises, and maintain a diversified, rule-driven posture rather than human discretionary timing.

An ultra-disciplined, regime-aware rotation that diversifies beyond the S&P via hedges and ballast. While out-of-sample results can lag in strong markets, it aims to lower correlation and protect capital during downturns, complementing a core equity sleeve.