A daily, cash-conscious, rule-based multi-asset strategy that uses momentum and trend signals across growth, international, and hedged/bear exposures plus Treasuries to balance upside capture with downside protection since 2008.

- The system runs every trading day and decides how much of the portfolio to keep in cash versus invest in a set of ETF baskets. - It builds several baskets: Growth Blend (bets on growth-focused stocks), Bear/Short Blend (uses hedged or inverse exposures to dampen risk), EM/International Tilt (exposure to non-US markets), and Treasuries (bond-based hedging). - It computes momentum and trend signals across many assets (using measures roughly akin to relative strength and moving averages) to decide which basket to tilt toward. - If signals favor risk-off or if the market looks expensive, it shifts toward cash and Treasuries or toward hedged exposures. If signals favor risk-on and growth, it tilts into Growth Blend exposures. - The “Short Blend” and related blocks use specific ETFs (for example, ones that move opposite to major indices) to profit if markets weaken. - The strategy is explicitly daily-rebalanced and designed to manage drawdown while attempting to capture upside over time. - It includes diversification across regions and asset classes to avoid concentration risk, and uses a significant cash reserve as a risk-control buffer.

Out-of-sample, this cash-conscious, multi-asset strategy uses momentum trends and hedges to chase upside while limiting losses. It delivers ~36.4% annualized return with ~13.96% max drawdown and a Sharpe ~1.73, outperforming the S&P 500.