A daily, rules-based multi-asset rotation that combines momentum signals, volatility hedges, and a managed-futures sleeve to seek strong returns while controlling risk. It tilts among stocks, bonds, gold, oil, volatility ETFs, and leveraged bets, with cash hedges and risk checks to curb drawdowns.

Think of it as one big, automated chef following many recipes at once. Every day it looks at many markets (big stock indexes, tech-heavy ETFs, bonds, gold, oil, volatility plays, and a managed-futures sleeve). For each market it asks: Is this market trending up or down? Is volatility high or low? Which bets have been performing recently? It ranks or groups these bets by strength and volatility, then picks a small set to fund, giving them weights that can be high (involving leverage) or modest, and it shifts money around as conditions change. It also uses a cash/short-duration-bond ballast when conditions look risky, to keep overall risk in check. The “Managed Futures” portion (KMLM and similar) adds a trend-following flavor that’s designed to profit from broad, persistent directional moves across futures markets, which can be uncorrelated with stocks. The system rebalances daily and uses several risk checks (e.g., maximum drawdown thresholds, moving-average checks, and volatility filters) to guard against outsized losses. In short: it’s a rule-driven mix of momentum, trend-following, hedging, and diversification aimed at stacking winners while dampening risk through hedges and cash. What you actually own, in plain terms, is a bundle of ETFs representing different market bets (stocks, bonds, gold, oil, volatility strategies, and a futures-based sleeve). The final mix is not static; it shifts as signals flip from “want to be invested here” to “time to reduce risk and hold cash or hedges.” Important note for a layperson: several bets use leverage (2x or 3x) to amplify moves. That can boost gains, but also losses. The strategy assumes you’re comfortable with big swings and understands that leverage magnifies risk as well as reward.

Diversified, rules-based multi-asset strategy with hedges and managed futures. OOS return ~17.6% with Calmar ~0.98 and Sharpe ~0.82, plus negative SPY beta for diversification—aimed at resilient, risk-adjusted performance vs SPY.