A 50/50, rule-driven blend of a hedged total-market approach and a momentum-driven Fund Surfing screen. It aims to capture upside while using volatility and defensive assets to cushion draws, using RSI and other momentum/risk signals to drive dynamic allocations across a wide universe of ETFs.

- The strategy combines two parts: Total Market Hedged (V1.0) and Fund Surfing v2.0a, each with its own rules, then blends them 50/50. - Total Market Hedged uses layers of rules driven by momentum (RSI) and risk metrics to decide how much to allocate to broad-market exposure (SPY/QQQ and related leveraged ETFs) versus hedges (UVXY for volatility, UUP/GLD for defense). It tilts toward hedges when risk signals look high and toward growth assets when signals look favorable. - Fund Surfing screens a set of funds/assets (SOXL, TECL, UPRO, SPY, SHY, DBC, DBA, etc.) using short-window RSI and other momentum checks. It selects a small number of assets with favorable momentum and assigns substantial weight to them, with a bias toward bottom- or top-performing candidates depending on the rule. - The final portfolio is a blend of the two halves, designed to capture upside while reducing downside via hedges. - Assets used include broad market proxies, leveraged ETFs, volatility hedges, dollar/gold hedges, and commodity/bond components to diversify risk. - Rebalancing is driven by rule signals rather than fixed dates. The system expects to adjust weights as signals evolve, within the 50/50 framework and corridor, rather than on a strict calendar basis. - Caveats: high complexity, reliance on timely data, possible high turnover, and elevated risk due to the use of leveraged ETFs and volatility products.

Out-of-sample, this strategy targets ~49% annualized returns vs ~23% for the S&P 500, with a risk-managed blend that reduces downside via hedges. Higher upside potential, but expect larger drawdowns in stressed markets.