A dynamic, rule-based multi-asset portfolio that rotates among stocks, bonds, commodities, and hedges based on momentum and volatility signals to capture upside while limiting risk.

Chill runs as a rule-based portfolio engine. It looks at multiple market signals (price trends, volatility, risk metrics) across a wide universe of ETFs and uses group- and asset-level rules to choose which assets to buy and in what proportions. If signals are favorable, it tilts toward equities and growth-oriented ETFs; if signals signal risk, it shifts into hedges, bonds, and safe havens. Leveraged and inverse funds are used in some branches to amplify responses to regime changes. The system relies on conditional blocks (if-then logic), with weights assigned to different sub-strategies to form the final allocation. Rebalancing is not calendar-driven but driven by rule outcomes, with a corridor width that controls how aggressively positions are adjusted. The aim is to participate in up markets while limiting drawdowns in down markets, by blending momentum, volatility awareness, and hedging assets.

Out-of-sample edge: higher risk-adjusted returns and much smaller drawdowns thanks to dynamic diversification and hedging. Sharpe ~1.68 vs 1.20, Calmar ~1.58, max drawdown ~8% vs ~19%, offering steadier growth vs the S&P 500.