A large, rule-based, multi-asset rotation system using momentum (RSI, moving averages) signals across many ETFs, including volatility hedges (UVXY/VIX proxies) and cash-like assets (BIL). It rotates among groups of assets with weights to build a diversified, volatility-aware portfolio rather than a simple buy-and-hold.

This is a rule-based, multi-portfolio engine. Every cycle, it runs many sub-strategies (the named groups) that look at a broad list of ETFs. Each sub-strategy tests simple rules about price momentum and trend (for example, whether an ETF has been rising or falling over recent days, or whether its momentum is strong relative to others). Depending on the results, it selects one or more ETFs to own and assigns weights to them. It uses volatility hedges (UVXY, VIX proxies) to dampen risk when markets get choppy, and it keeps some cash-like options (BIL, SHV) as ballast. Within each sub-strategy, assets are chosen using filters like “top 3” or “bottom 3” based on metrics such as moving-average returns or RSI-driven signals across specific windows (days to weeks). After evaluating all sub-strategies, the system combines their suggested positions into one overall allocation, applying the group weights to form the final portfolio. It is designed to rotate into assets that show favorable momentum or hedges while reducing exposure when signals deteriorate, rather than simply buying and holding a single asset. In plain terms: it’s a big, automated rulebook that picks and weights a wide mix of ETFs to try to ride trends and protect against volatility. Note: RSI is a momentum indicator that gauges whether an asset is overbought or oversold; moving-average checks are trend-over-time tests; “top/bottom” selections pick the strongest or weakest contenders in a pool. Tickers like UVXY, VIXY, SPY, QQQ, TLT, GLD, GLL, UUP, BIL, etc., are shorthand codes for specific funds you’d trade or hold. This approach aims to diversify across asset classes (stocks, bonds, volatility, commodities) and use hedges to guard against big market swings, while tactically tilting toward assets that show favorable momentum signals.

Out-of-sample results underperform the S&P: negative annualized return (~-18%), large drawdowns (~18%), and negative Calmar. Best used as a volatility-hedging diversification sleeve alongside core equity exposure, not as the sole equity bet.