A daily, rule-driven, multi-asset strategy that splits capital across leveraged stock plays, volatility hedges, and diversification (bonds, gold, dollar, commodities). It uses many momentum and trend signals to decide which baskets to fund, with explicit “Bull” and “Bear” paths and equal-weighted group allocations. It aims to capture upside in favorable regimes while providing protection via volatility hedges and safe-haven assets in weaker markets.

- What it does at a high level: It splits money into several baskets that cover stocks, volatility, bonds, gold, and commodities. Every day it looks at a lot of signals (momentum and trend scores) across many assets and follows a big set of “if this then that” rules to decide which baskets should get funded and by how much. Then it redistributes money accordingly, keeping overall cash usage balanced (equal-ish cash weighting among active groups). - Signals used (in plain terms): momentum and strength indicators over different time horizons to judge whether an asset is trending up, down, or sideways; and long-term performance (cumulative return) to judge which assets have recently performed well or poorly relative to peers. These signals are computed for dozens of assets, including big stock proxies (SPY, SPXL, TQQQ, QQQ proxies like SOXL for semiconductors), volatility-related products (UVXY, SVXY, SQQQ, UVXY again in multiple tiers), bonds (BND, IEF, TL T, BIL), commodities and inflation hedges (GLD for gold, PDBC for diversified commodities, DBC, USDU for dollar exposure, TMF/TMF for treasuries), and macro/alternative funds (DBMF for managed futures and other currency/bond mixes). - How decisions are made (simplified): On each trading day, the system computes RSI (momentum) and cumulative-return metrics for several assets across varied lookback periods (e.g., 10, 20, 60 days; and longer 100–600 days). It then runs through a long chain of IF/ELSE checks. If the market shows strength (for example, an asset’s RSI is above a threshold and its momentum/cumulative return is positive), it tilts toward equity-laden groups—sometimes using leveraged plays to capture upside (e.g., SPXL, TQQQ). If signals indicate weakness or risk-on risk-off conditions, it shifts toward hedges or defensive assets (e.g., UVXY to hedge volatility, SVXY/SQQQ, or moving into bonds and dollar/gold proxies). There are separate “Bull Market” and “Bear Market” recipes, each with many sub-paths that describe which assets to own and which to short or hedge, and which assets should be given higher or lower weights. - How the weights work: The strategy uses explicit weights that are often expressed as percentages of cash (e.g., weights like 55/100 or 30/100) within each subgroup. The grand plan appears to allocate cash across several large baskets with an overarching “cash-equal” philosophy, meaning roughly equal cash allocation to the active groups unless a specific rule prescribes a tilt. The result is a portfolio that can hold a mix of levered long rotations (e.g., SPXL, TQQQ), hedges against volatility (UVXY, SVXY, SQQQ), and diversification by including bonds, gold, dollars, and commodities to dampen risk and provide inflation/deflation hedges. - What to watch for as an investor: The approach uses a lot of leverage, many fast-moving signals, and daily rebalancing. This can lead to high turnover and potentially high drawdowns in choppy markets. Understanding the exact rules requires following each IF/THEN branch, but the overall flavor is: chase momentum in equities when conditions look strong, hedge or reduce risk when signals flip, and diversify across asset classes to smooth returns over a full market cycle.

Out-of-sample, this strategy targets higher upside (≈28.4% annual return vs SPY ≈21.1%), with solid risk controls (Calmar ≈1.19, alpha ≈0.061). Expect larger drawdowns (~23.9%) but hedges and diversification aim to cushion downturns.