A daily-rebalanced, levered, multi-asset momentum strategy using sector tilt (XLU/KIE), and diversified groups (SPY/QQQ proxies, commodities PDBC/GLD, USD USDU/USFR, bonds BKLN/BIL/FTSL), with levered ETFs (UPRO, UQQ? TMF, etc.) to magnify bets when signals align. It blends risk controls (drawdown, volatility, RSI momentum) with a Not Boring modification to avoid whipsaws, aiming for trend-driven upside across equities, commodities, bonds, and USD while limiting losses.

- It starts with a baseline that evenly allocates among broad asset groups (cash-equivalents in the system’s language) and then adjusts the tilt toward groups like commodities, bonds, USD, and equities based on several layer-1 and layer-2 signals. - A key selector uses sector proxies (XLU vs KIE) to set or influence the tilt toward utilities or insurance/financials, effectively testing a “sector tilt” as part of the decision. - Within each asset group, the system selects specific ETFs (e.g., commodity funds PDBC and GLD; USD funds USDU/USFR; bonds like BKLN, BIL, FTSL; equity proxies such as SPY and QQQ) and scores them on momentum and risk metrics (like standard deviation of returns and drawdown). - It then assigns weights to those assets; some parts of the strategy emphasize 3x levered ETFs (UPRO, UQQ? actually QQQ proxies with TMQ lines, TMF for Treasuries, UPRO for S&P 500, etc.) to magnify exposures when signals are favorable. - The rules include risk controls (drawdown thresholds, volatility checks, and trend tests) to reduce exposure when risk is high or momentum turns down. - The strategy rebalances daily, so positions can rotate quickly, especially through the levered sleeves. - The Not Boring mod adds conservative layers on top of the core momentum rules to dampen wonky moves and avoid whipsaws. - In short: the system looks for which asset group is strongest on a set of momentum and risk tests, tilts toward that group, uses levered ETFs to magnify bets when the environment supports it, and steps back when risk indicators show strain. This is a rule-based, semi-discretionary trend-following framework with multi-asset diversification and built-in risk controls.

Trend-following across stocks, commodities, bonds, and USD with sector tilts and risk controls. Out-of-sample results suggest stronger downside protection and potentially higher risk-adjusted returns than the S&P 500, with leveraged bets only on clear trends.