A complex, rule-based, multi-asset portfolio with many hedges (including inverse volatility) and levered bets, rebalanced daily to seek favorable risk-adjusted returns across different market regimes.

A daily, rule-driven mix across dozens of ETFs. The system walks a long, branching decision tree. When a condition in a block is true, that block’s asset weights are added to the portfolio; if not, other blocks are considered. Blocks group related assets (eg equities, bonds, volatility hedges, commodities) and assign weights to specific tickers. Many blocks use momentum signals (moving averages, RSI-like checks), volatility indicators (inverse-volatility components, standard deviation), and drawdown checks to decide which assets to tilt toward. Leveraged ETFs (2x/3x) and inverse volatility ETFs (UVXY for VIX exposure, SVXY for short-volatility) are used as hedges or tactical bets. The weights are combined to form a single portfolio that is rebalanced daily. In plain terms: the model constantly tests a lot of “what if” scenarios, favors diversified exposures, leans into lower-volatility and hedged positions when risk spikes, and shifts toward more aggressive, high-upside bets when signals align. The end result is a single, composite allocation that is intended to be more robust across market regimes than a simple buy-and-hold approach.

Dynamic, rule-based mix across hedged and leveraged assets aims to tame volatility and protect capital. In out-of-sample tests, drawdowns are far smaller than the S&P 500 (0.40% vs 2.53%), offering diversification and steadier risk-adjusted potential.