A diversified, momentum-based 4-corner system balancing growth and safety using QQQ/VPU and CORP/BIL pairings, with hedges and selective leverage to target risk-adjusted returns and controlled drawdowns.

- The strategy splits capital into four sections (Four Corners), each with its own rule set and asset mix. It aims to diversify across sections so no single bet dominates. - Core signals come from momentum and volatility checks, centered on RSI (a momentum gauge) and recent returns. Lower RSI on a short window can trigger an oversold bounce idea; very high RSI can trigger overbought/defensive tilts. - The main traditionals are paired assets: QQQ (growth tech exposure) vs VPU (defensive utilities) and CORP (investment-grade corporate bonds) vs BIL (short-term Treasuries). These two axes create a 2x2 grid of potential risk/return profiles. - The system uses additional hedges and complements (gold GLD; gold miners GDX; long-dated Treasuries TLT; inflation-linked LTPZ; short exposure PSQ; anti-beta BTAL; leveraged tech/S&P ETFs like TECL, SOXL, TQQQ, UPRO) to manage drawdowns and capture different market regimes. - Leverage is used selectively in the more aggressive corners to amplify moves, but is bounded by risk controls and a preference for rapid liquidity (high-volume, tight spreads). - Rebalancing is done within a narrow corridor (small tolerated drift) to avoid excessive trading, and the target is to maximize risk-adjusted returns (Sharpe ratio) rather than pure upside. - The structure includes explicit “Bull Market” and “Bear Market” branches in the Core Logic, with hedging and alternative asset rotations when the market environment worsens or improves. - The whole system is designed to be diversified (across asset classes and ETFs) so that no single sector or instrument dominates the portfolio’s risk, while still allowing nimble moves when signals align. - The backtest notes a fixed weight and a zero-frequency rebalancing in this configuration, but in practice the framework can be adapted to adjust weights, rebalancing cadence, and risk targets.

Out-of-sample return ~23% vs ~19% for the S&P, with lower drawdowns (~17.9% vs 18.8%) and Calmar ~1.29. A diversified, momentum-based 4-corner strategy using hedges and selective leverage to chase higher risk-adjusted returns with controlled risk.