A daily, rule-based multi-asset rotation with momentum/RSI, trend checks, KMLM-driven tech tilts, and volatility hedges to balance growth vs. risk.

What this strategy does, in plain language: - It looks across several buckets of investments (US stocks, emerging markets, and a set of select stocks) and decides every day how to allocate money among them. - It uses momentum/strength signals to decide what to own. Momentum here means how strong recent price moves are; a simple way to picture it is: if prices have been going up quickly, the system tends to tilt toward those areas; if momentum looks weak or noisy, it leans toward hedges or different groups. - RSI (relative strength index) is a momentum gauge. If the RSI of a market like SPY (a broad US market proxy) is very high, it suggests over-enthusiasm; if it’s lower, momentum may be weaker. The rules use RSI values as thresholds (for example, looking at SPY or specific ETFs like VIXY, XLK, QQQ, etc.) to decide when to scale in, scale out, or switch buckets. - Moving-average checks compare current prices to long-term averages (like a 200-day line) to see if a trend is likely up or down; crossing those lines can flip exposure toward or away from that asset. - KMLM is a specific signal engine in the system. It’s treated like a pulse that helps decide which technology-oriented sleeve to overweight (e.g., XLK, QQQ, SMH, etc.) and when to rotate among related pairs (XLK/KMLM, SMH/KMLM, SPY/KMLM, SPY/TQQQ, etc.). The idea is to use KMLM as a benchmark or lever to tilt tech exposure rather than relying on one single tech ETF alone. - Rotator blocks pick one or a small set of assets within a group to hold, often using a bottom-filter (lowest volatility or other criteria) to reduce risk. This means even within a tech-rotation or EM-rotation, you end up with a single best candidate for that slot most days rather than a long list of simultaneous bets. - Hedging: when risk signals flare (via RSI thresholds or other checks) the strategy can tilt into hedges like VIXY (volatility-related ETF) and BTAL (a volatility hedge), sometimes at a 75/25 split or 50/50 depending on the signal strength. This is meant to dampen losses in a stressed market. - The whole system is daily-rebalanced, so weights and exposures can shift every trading day as signals evolve, not just on a fixed timetable. In short: momentum drives tilt, trend and volatility filters shape risk, KMLM acts as a technology rotation cue, and hedges guard against market turbulence.

Strong risk-adjusted edge: out-of-sample Calmar ~1.94 and near-market beta (~0.96) with daily hedges and tech rotations. A rule-based, multi-asset approach designed to grow on momentum while controlling big drawdowns vs. the S&P 500.