A daily-rebalanced, rule-based, multi-asset strategy that blends momentum signals with volatility hedges, using a large ETF universe. It rotates between risk-on stock exposure and hedges (VIX proxies), while also anchoring with bonds/cash and commodities, all through a layered “Battleship” decision framework.

What it does in plain language: - It looks at a wide set of investments (stocks, volatility-related products, bonds, cash-like assets, and commodities). - It computes momentum and volatility signals on these assets using simple indicators (think of momentum as “is this asset been going up and doing well lately?” and volatility signals as “is market volatility rising?”). - Based on these signals, it decides whether to tilt toward stocks (risk-on), or toward hedges and cash (risk-off). - It doesn’t put everything into one thing. Instead, it selects a handful of assets with the strongest, most supportive momentum and then spreads bets across them with specific weights. Some hedges are layered gradually (scaled in) rather than buying a big hedge all at once. - It has multiple “battleship” layers that run different sets of rules and then combines them, so the portfolio is built from several smaller rule-based sub-portfolios. - Signals are refreshed daily and the holdings are adjusted accordingly. - You’ll see exposure swing between bullish bets on broad market ETFs (e.g., SPY, QQQ, TQQQ) and protective or diversifying bets (e.g., UVXY, VIXY/VXX, VIXM, UVXY) as volatility or momentum changes. What kinds of signals it uses (in everyday terms): - RSI-like momentum checks: Is recent performance unusually strong or weak? Are prices rising fast enough to suggest continuation? - Moving-average momentum: Is the recent price trend stronger than usual? Are longer-term averages higher than shorter-term ones? - Relative strength against other assets: Is SPY or QQQ stronger than a benchmark and therefore a good bet today? - Cumulative return screens: Over the last days/weeks, which assets have gained the most and are likely to continue? The asset mix typically includes: - Stocks and leveraged stock ETFs (SPY, QQQ, TQQQ, LABU/LABD, SOXL/SOXS, TQQQ, UPRO, TQQQ, etc.). - Hedging/volatility proxies (UVXY, VIXY, VXX, VIXM). - Bonds and cash (BND, BIL, SHY, IEF, BSV, etc.). - Commodities and precious metals (GLD, SLV, DBC, USO, PDBC, etc.). - A macro-ish gauge via BDRY and related macro-leaning ETFs to sense broad risk appetite. In practice you’d expect days with more hedging when volatility signals flare up and days with more equity exposure when momentum signals are strong. The structure tries to balance risk across multiple lenses (momentum, volatility, macro signals) rather than chasing a single indicator.

Out-of-sample stats show this strategy delivering substantially higher annualized returns (≈51% vs ≈29% for SPY) and solid risk-adjusted metrics (Calmar ≈2.79; Sharpe ≈1.20), driven by diversified momentum and layered hedges—strong upside, managed risk.