An adaptive, multi-asset, momentum-driven strategy that uses leverage and selective shorting to try to beat the S&P 500 in varied markets, while aiming to reduce risk through diversification and defensive hedges.

A rule-based, multi-layer strategy that diversifies across stocks, bonds, commodities, and currencies. It splits the portfolio into groups (Equities, Bonds, Commodities) with fixed-ish budget within each group. Signals based on price momentum, relative strength, and moving averages decide which assets to own long, which to short, and how to weight them. In bullish regimes, it tilts to leveraged equity bets (e.g., tech, semiconductors). In bearish or rising-rate regimes, it shifts toward defensive hedges, anti-beta funds, and short-equity positions, sometimes using currency hedges. The crash-protection layer adds defensive exposures to limit drawdowns. Rebalancing happens through signal-driven weight changes rather than calendar dates. The approach aims to capture growth in good times while damping risk in bad times via diversification and leverage, using ETFs to keep the structure transparent and tradable.

Out-of-sample, this adaptive, multi-asset strategy offers stronger risk-adjusted results with lower market risk than the S&P 500: beta ~0.62, volatility ~0.184, drawdown ~18.3%, Calmar ~1.19, Sharpe ~1.17.