A daily-rebalanced, rules-based, multi-asset strategy that rotates among gold, bonds, tech/QQQ, natural gas, emerging markets, and oil using momentum and moving-average checks. It uses levered/inverse ETFs to capture moves and aims for broad diversification with cash-equal weighting across active themes.

- The system runs as a multi-theme portfolio. Each theme (Gold, Bonds, QQQ/Tech momentum, Natural Gas, Emerging Markets, Oil, etc.) has its own set of signals. - Within a theme, the strategy checks simple conditions using price and commonly used momentum ideas (for example, is the price rising, is momentum strong, is the price above a moving average). Many checks reference RSI-like calculations over short to medium windows and moving-average comparisons over various windows. - When a theme’s conditions are met, the strategy selects an ETF (often a leveraged or inverse version) to express that signal. Examples include UGL (double-long gold), GLL (double-short gold), TMF (long Treasuries), TMV (short Treasuries), UPRO/TQQQ (3x long equities), SQQQ (inverse Nasdaq), UVXY (VIX futures exposure), UCO (crude oil), etc. Some paths combine multiple layers of signals before taking an action. - The system uses equal-weighting within the active signals (wt-cash-equal), so capital is spread across themes rather than concentrated in a single theme. - There are bear/bull branches, meaning the model can tilt toward hedging or risk-off assets when volatility or momentum signals suggest risk. - Rebalancing is daily: signals are recomputed and positions adjusted each day, which keeps the portfolio responsive to shifting conditions but can increase turnover and drawdowns when markets are choppy. - The intended result is a diversified basket that can participate in up and down markets by rotating into assets with favorable momentum while using hedges or inverse/leveraged vehicles when appropriate. - This strategy assumes a mix of equities, commodities, and fixed income-like exposures through ETFs, with a bias toward leveraging short-term moves when signals align and toward preserving capital when signals are weak.

Out-of-sample edge: ~38% annual return vs ~31% for the S&P, beta ~0.70 (lower correlation), Calmar ~2.74 (strong risk-adjusted). Diversified, momentum-driven multi-asset design with hedges aiming to beat SPY—drawdowns may run higher (~13.8%).