A quarterly-rebalanced, multi-asset strategy that uses contrarian sector bets, global mean-reversion, hedges, and selective leverage to seek growth with diversification, plus a live-tactical diversifier swap.

- Every quarter, the portfolio is rebalanced across a mix of sector ETFs, global sector/treasury assets, diversifiers, and levered bets. - Sector Reversion: look at how different sectors performed over the last 63 days and overweight the weakest one(s) to bet on a bounce back toward normal performance. - Global Sector & Treasury Mean Reversion: similar contrarian tilt applied to a broader set of global sector ETFs plus Treasury exposures, selecting the laggards over shorter windows and weighting them in an 80/100 split within the chosen group. - Diversifiers: add hedges that tend to behave differently from stocks (examples include gold, commodity indices, and managed futures type funds) to dampen risk. - Leverage: introduce higher-risk, higher-potential bets such as levered equity exposure (e.g., 2x health or 2x tech) and beta-flipping components. A moving-average rule on the S&P 500 (30-day vs 200-day) determines whether to place a levered S&P 500 bet (UPRO) or switch to other assets (like broad international exposure VE U). - Dynamic: an additional layer that blends sector reversion and leverage signals with different window lengths, creating a flexible exposure profile within the quarterly cycle. - Live mode swap: currently replaces FMF/BTAL with DBMF/KMLM in the diversifier sleeve, adjusting the hedging/alternative exposure to align with current market regime expectations.

Quarterly, multi-asset strategy adds hedges, contrarian bets, and regime-aware leverage to diversify beyond the S&P 500, aiming for steadier risk-adjusted returns and resilience in volatile markets.