A rule-based, momentum-driven, multi-asset portfolio. It splits into Equities, Ballast, and Commodities, tilts among ETFs using RSI/momentum and trend checks, includes hedges (VIXY) and bond/commodity sub-strategies, and has no automatic rebalancing.

- The portfolio is split into three main buckets: Equities (the main sleeve), Ballast (defensive/bonds), and Commodities (inflation hedge). - Within Equities, the model centers on FTLT as the primary engine, but it runs many “if-then” tests against a wide set of ETFs (eg SPY, QQQ, XLK, IYY, VTV, VOX, XLP, XLF). These tests use momentum signals (short-term vs longer-term trends) and price-relations to decide which ETF to hold. - A key signal is momentum/RSI: if an asset’s momentum indicator is very high or very low, the strategy may switch exposures (or move into hedges like VIXY) to avoid buying when a market looks overheated. - A trend filter is used: SPY price vs its 200-day average must be favorable to stay invested in equities; otherwise the model may tilt toward cash or hedges. - XLP Momentum (consumer staples) uses a short-term vs longer-term moving-average comparison to tilt toward XLP when the short-term shows strength, otherwise to a cash-like asset (BIL). - Ballast uses two sub-strategies around Treasuries: TMF (long Treasuries) and TMV (inverse long Treasuries). Each uses momentum and volatility checks to decide which to hold, providing a defensive tilt when risk rises. - Commodities have two sub-strategies: Oil Momentum (via DBO/UCO) and Commodity Index Momentum (via DBC). These are included when momentum indicates a favorable trend; otherwise exposure shifts to safer components. - Weighing at the end shows how capital is allocated across these sleeves, with distinct emphasis (e.g., 80/20 within Equities, 80/20 within Ballast, smaller tilts within Commodities). - Rebalancing is set to none in the snapshot, meaning the allocation does not automatically reset on a schedule; you’d need to re-run the decision logic to update positions. - In plain language: think of this as a rulebook that tries to ride market upswings across multiple assets while ducking into hedges and safer bets when signals say risk is rising. It’s not a simple one-ETF portfolio; it’s a modular, condition-driven system that picks ETFs based on momentum signals while trying to diversify risk across equities, bonds, and commodities.

Out-of-sample edge: ~25.5% annualized vs S&P 21.1%, Sharpe ~1.59, Calmar ~2.37, and max drawdown ~10.8% vs 18.8%. Low beta (~0.33) with diversified momentum across equities, bonds, and commodities.