A daily-rebalanced, multi-asset trend-following engine that rotates among risk-on (levered equity baskets) and risk-off assets (dollar, Treasuries, gold, currencies, bonds, commodities) using momentum, moving averages, and relative strength signals across many ETFs. It uses Pareto-style selection to keep the final mix manageable, and it blends dozens of tickers (SPY, QQQ, SPXL, TQQQ, UUP, TMF, GLD, DBC, TIP, BIL, etc.) into a dynamic, regime-driven portfolio. The goal is to maximize upside from strong trends while limiting drawdown through hedges and diversification, updated daily.

- It runs many small decision modules (buckets) that look at different parts of the market (US equities like SPY/QQQ/DIA, sector and quality names, currency exposures like UUP, commodities via DB C and COM, bonds like BND/AGG/IEF, and hedges like GLD/UGL/VIX-related products). - Each bucket computes momentum or trend signals using familiar ideas like moving averages and recent performance. When a bucket’s signals look strong, it’s considered “risk-on” and may contribute to the portfolio; if signals look weak or volatility spikes, the bucket may be damped or moved into a “safe haven” bucket (dollar, Treasuries, gold, or cash-like assets). - Within each bucket, it selects a small number of top assets (top 2, 4, etc., depending on the bucket and window) based on momentum measures (for example, higher cumulative return or higher moving-average return over a window). - Some baskets include leveraged ETFs (SPXL, TQQQ, UDOW, SPXS) to pursue stronger trends, but these come with higher risk, so the system blends them with other baskets and hedges. - A high-level Pareto logic is used to summarize many sub-choices into a smaller set of positions (e.g., picking the top 4 assets across many groups) so the final portfolio isn’t overwhelmed by too many tiny bets. - Rebalancing happens daily, so the portfolio rotates as signals change, always trying to tilt toward the strongest, most robust trends across asset classes while keeping risk in check with safe-haven allocations when conditions deteriorate. - It actively uses risk-off signals (for example, rising volatility, or when short-term momentum in risk assets falls below certain thresholds) to shift exposures toward U.S. dollar exposure (UUP), Treasuries (TMF/TMV, IEF, HYG), cash-like ETFs (BIL), and precious metals (GLD, UGL). - The overall effect is a dynamically allocated mix that seeks to ride upward trends across equities and sectors while protecting capital with hedges and safer assets during downturns. It’s not a simple buy-and-hold or a single-indicator system; it’s a comprehensive, rule-based engine across many markets.

Out-of-sample annualized return ~32.8% vs SPY ~22.2%, powered by a dynamic, multi-asset momentum engine with built-in hedges. It rides strong trends across regimes while managing risk, though oos drawdowns can be larger (27.8% vs 18.8%).