A daily, rule-based, multi-asset framework that uses correlation-aware grouping, momentum/volatility filters, regime signals, and hedges to allocate across growth, defensive, and leveraged positions. It aims to capture upside with growth ETFs while protecting against drawdowns with hedges like GLD, USDU, BTAL, TMF/TMV, UVXY, and more.

A daily, rule-based framework scans a broad universe of ETFs and levered ETFs and classifies them into thematic groups (growth, defense, volatility, dollars, bonds, etc.). Each asset is scored by recent performance, drawdown, and volatility, and then filtered to pick a small set of assets per group. The strategy then allocates weights across the chosen assets, often with levered exposures (up to ~3x), while layering hedges like GLD (gold), USDU (USD bullish), UVXY (volatility), and TMF/TMV (treasury futures) to guard against risk. Allocations are rebalanced every day, with explicit rules to tilt toward risk-on or risk-off regimes depending on signals such as moving averages, RSI, and drawdown screens. The aim is to capture upside in favorable markets (via leveraged equity exposures) while limiting drawdowns and providing defensive ballast when regimes shift. The construction emphasizes: (a) diversification across asset classes, (b) regime-aware tilts (risk-on vs risk-off, rising vs falling rates, recessionary defensives), (c) use of correlation and drawdown-based screening to avoid crowded, highly correlated bets, and (d) protective hedges to dampen volatility. The result is a complex-but-systematic approach intended to adapt to a wide set of market environments rather than follow a single market regime. Key dynamics you’ll hear described in plain terms: daily “check the market mood,” rank assets by how badly they’ve drawn down and how volatile they’ve been recently, pick the best performers from each theme, build a diversified mix with some leverage where signals line up, and hold/adjust that mix every day while overlaying hedges to help you survive drawdowns.

Out-of-sample edge: ~30.6% annualized return, Calmar ~4.87, Sharpe ~2.24, beta ~0.87—more upside and lower market sensitivity than the S&P, aided by hedges and regime-aware tilts.