A daily-rebalanced, multi-strategy portfolio mixing crypto-facing bets, leveraged equities, volatility hedges, and macro defensives. It uses RSI, moving averages, and drawdown/volatility metrics to rotate among crypto ETFs, crypto equities, and traditional assets, trying to ride crypto/tech upswings while shielding on risk-off regimes.

- The system runs daily, partitioning capital across many modules (groups). - Each group contains rules that decide which assets to buy, how much to weight them, and when to rotate away. - Signals come from momentum/price indicators and performance metrics (e.g., RSI, moving averages, cumulative return, max drawdown, standard deviation). - Many bets involve crypto-oriented ETFs or crypto-related equities (BITI, BITO, GBTC, COIN, MSTR, RIOT, MARA, etc.) and leverage instruments (TQQQ, UPRO, SOXL, TECL, SPXL, UVXY, etc.). - Defensive positions use volatility hedges (UVXY), traditional safe-haven or income assets (GLD, USDU, TLT, TMF, TYD/TYT), and selective defensive equities. - There are “Bear Market” and “Bull Market” stock selectors that pick a small number of assets (often 1) based on relative strength/momentum templates to tilt exposure toward either defensive or growth bets. - Rebalancing is daily, with weights updated through nested conditional blocks and explicit weight allocations (e.g., weights like 100/100, 95/100, 40/100). - The net exposure is a blend of crypto-tilts, leveraged growth bets, volatility hedges, and defensive cores, designed to adapt to changing market regimes while trying to avoid drawdowns via risk filters. - The strategy is inherently complex and meant for users comfortable with a wide array of instruments, many of which are less familiar to retail investors. The presence of “Under Construction” notes and many variant group names suggests an evolving, multi-contributor framework rather than a single, fixed implementation.

Out-of-sample edge: Sharpe ~2.0 vs ~1.67, Calmar ~7.9, annualized return ~96% vs ~19% for the S&P. Dynamic crypto/levered bets with volatility hedges deliver higher risk-adjusted gains, with larger drawdowns in bear markets.