A large, rule-driven, multi-asset portfolio that alternates between risk-on equity exposure and volatility/defensive hedges, using momentum, volatility, and drawdown signals to dynamically allocate across tech, sectors, bonds, and VIX-based hedges.

- The system treats the portfolio as a collection of blocks (groups) with explicit weights. It looks at many different signals (momentum, volatility, and price trends) on a wide set of assets, including popular mega-caps (like tech ETFs) and many niche ETFs that cover bonds, volatility, gold, and sector exposures. - It uses rules like: if a market-looking signal is strong (momentum or relative strength), overweight growth/tech exposures; if risk signals spike (volatility indicators or drawdown checks), shift toward hedges or safer assets (bonds or cash-like positions). - There are explicit hedging blocks built around VIX-related ETFs and short-market spreads, which can trigger protective actions or a shift to defensive themes. - The strategy also relies on “rotation” logic: switching emphasis among risk-on baskets (high beta tech, semiconductor, growth groups) and risk-off baskets (bonds, gold, hedges) based on recent performance and volatility measures. - Weights are sometimes expressed as percent allocations, and many decision points compare current signals to thresholds (for example, momentum or volatility thresholds). - In short, it’s a complex, continually adapting mix of long, short, leveraged, hedged, and sector-exposure decisions designed to harvest upside while managing downside in volatile markets.

Out-of-sample, the strategy dramatically reduces drawdown (0.22% vs 4.51% for the S&P) and delivers superior risk-adjusted returns (Sharpe ~5.24 vs ~0.89). Dynamic hedging and rotation aim for resilient, smoother growth.