A daily-rebalanced, multi-asset, momentum-driven portfolio that combines broad market exposure, hedges for volatility, and tactical tilts across bonds, commodities, and currencies using layered RSI/moving-average rules to try to grow while limiting losses.

- The system splits the portolio into blocks (Hedge Block, TMF Momentum, SVXY FTLT, TINA, Shorting SPY, IFF Hedge, etc.). Each block has its own rules for selecting and weighting assets. - It mostly uses momentum and strength-based tests: compare current price or moving averages to a recent baseline, and check how strong a move is using RSI-like calculations. If the test is true, the block will buy or overweight certain assets; if not, it stays neutral or shifts elsewhere. - RSI and moving-average tests look at “is this asset in an uptrend or strong rally?” and “is the case for the position robust or weak?” The window sizes (10, 50, 60, 135 days, etc.) are baked in as thresholds to tune sensitivity. - The strategy frequently uses “top” or “bottom” selections to pick the strongest performers or weakest performers within a group, then assigns weights to those picks (often with a 100% total across a group). - Hedging blocks deploy volatility-related ETFs (like UVXY, UVXY’s peers VIXY, VIXM, SVXY, UVXY) and bond-like hedges (TLT, TMF, SHV, BND) to reduce drawdown risk when volatility spikes or when a bond/treasury regime is favored. These hedges can become primary if risk signals exceed certain thresholds. - The approach includes many thematic slices (e.g., TMF Momentum for long Treasuries, TMV Momentum as a parallel risk-controlled treasury tilt, “Holy Grail” style overlays, “BWC” balanced blocks, and energy/commodities blocks) to create a composite, diversified stance intended to perform across regimes. - The end result is a single portfolio that rebalances daily (or per the system’s cadence) across hundreds of rule-driven positions, with the total weights across blocks summing to the target cash exposure (often normalized to 100%).

Diversified, rule-based momentum across assets with daily rebalancing and hedges. Out-of-sample Sharpe ~0.52 and Calmar ~0.35 indicate meaningful risk-adjusted returns and broad diversification versus the S&P 500.