A daily-rebalanced, rules-based rotation strategy that seeks leadership in US equities using a KMLM-overlay, with built-in hedges (VIXY/BTAL) and defensive bets (TLT/PSQ) to manage risk. It rotates among frontrunners, tech/semis, and beta/specific groupings based on momentum signals and a complex decision tree.

- It is a rules-based rotation strategy focused on US equities with a volatility/defensive overlay. - It uses momentum signals (for example, relative strength indices and price vs. moving averages) on major market proxies (SPY, QQQ) and sector/market-family ETFs (XLK, SMH, IOO, VGT, XLF, etc.). - A central overlay (KMLM) is used to judge leaders and to set up rival group comparisons (e.g., XLK/KMLM, SMH/KMLM, SPY/KMLM). - When momentum is very strong (illustrated by a high RSI on SPY and supportive conditions on KMLM-linked signals), the system scales into frontrunner groups and mixes in hedges (VIXY and BTAL) using a defined “VIX Blend” (e.g., 75/25 or 50/50). - If momentum or risk signals are weaker or unfavorable, the system shifts toward bear/defensive rotations (e.g., long-dated bonds via TLT, inverse exposure via PSQ, or other hedging configurations). - The logic is implemented as a cascade of nested conditions (“if this, then that”) that guide which group gets capital and in what weight, with daily rebalancing to allocate 100% of capital across selected assets. - The design includes multiple sub-groups such as “KMLM Signals,” “KMLM Switcher,” “Anansi Mods” (Bull/Bear/Step Up/Rotator), and “Single Pops,” which collectively determine the final mix. - In plain terms: the system tries to own the strongest leaders, but always keeps a hedge ready and a fallback defensive bucket to keep risk in check when markets look risky. - What is KMLM? It is a live ticker used in this system as a momentum reference and overlay. It’s treated as both a signal input and a benchmark for comparing other asset sets; if KMLM looks strong by its own momentum metrics, the system tends to tilt toward the related KMLM-enabled groups. - Practical takeaway for a layman: the strategy is a sophisticated, automated attempt to rotate into leaders in the stock market while using volatility hedges to dampen risk, and it does so by following a large, multi-step set of rules every day rather than relying on a single indicator or a fixed allocation.

Automated, rules-based rotation that rides market leaders with built-in hedges. Out-of-sample: ~37% annualized vs ~23% SPY; Sharpe ~1.16, Calmar ~1.79. Higher upside with risk controls—larger drawdowns to capture growth.