A high-velocity, multi-layer rotation strategy that blends a managed-futures core (KMLM) with selective levered tech bets and volatility hedges. It uses short-term momentum signals to pick and weight a small set of assets daily, aiming for growth while managing risk through volatility-related positions.

- The system scans a wide universe of ETFs, including a core managed-futures sleeve (KMLM) and several high-risk leveraged tech/semiconductor ETFs (like TQQQ, TECL, SOXL), plus volatility-related funds (UVIX, VIXM, VIXY) and standard market proxies (SPY, QQQ, SPXL, UPRO, SPXU). - It uses momentum and price-mersistence signals (RSI, moving-average returns, and price crossovers) to judge which assets have strength and which look risky. - These signals are fed into a hierarchical rotation: a base “NOVA” framework selects top groups, then a more aggressive layer (“Holy Grail” and its subgroups) decides exactly which assets to own and how to weight them. - Within the top group, the algorithm often sorts assets by momentum over short windows (e.g., 10–21 days) and then picks the top3 or bottom3, sometimes equal-weighting them, and occasionally layering in specialized sub-strategies (e.g., “Scale-In”, “VIX Blend”, “Ticker Mixer” and “Bull/Bear Cross”). - The strategy uses hedges and volatility plays to dampen risk when signals indicate rising market stress (e.g., exposure shifts toward UVIX or VIX futures proxies). - It rebalances regularly (often daily) to align with the latest signals and regime assessments, constantly juggling growth opportunities (levered long bets on tech and semis) with risk controls (volatility hedges and managed-futures ballast). - KMLM is both a core exposure and a gating asset in several layers, reflecting the preference for trend-following futures as a stabilizing, diversifying backbone in a dynamic, multi-asset framework.

Diversified, risk-managed rotation blending managed-futures ballast with volatility hedges and selective leverage to deliver a distinct return stream from the S&P 500, with potential downside protection in stressed markets.