A large, rules-based, multi-asset engine that rotates among equity, commodity, bond, currency, and volatility hedges based on trend, momentum, and volatility signals. It uses regime checks (bear/risk-on/risk-off), levered and hedged bets, and a 5% rebalancing corridor to chase upside while aiming to limit drawdowns.

The strategy runs as a long/short, rules-based engine that reads price and signal data from a wide universe of ETFs. It splits decisions into regimes (bear, risk-on, risk-off, rate-driven, etc.). In each regime it builds a basket of ETFs selected by signals such as price momentum, trend strength, volatility, and rate signals. For example, it may check short- vs long-term price trends (via moving averages) to decide if the market is in a downtrend; if so, it shifts toward defensive assets and hedges (gold, dollar, certain anti-beta funds). In bull/neutral regimes, it distributes capital across groups like Commodities, Fiat Alternatives, and Secular Growth with weights that reflect momentum and risk controls (e.g., choosing the top 2-3 assets by a momentum/return screen, or the bottom 2 by volatility). There are explicit hedges using volatility ETFs (UVXY, SQQQ), leverage (TQQQ, UPRO, TECL, SOXL), and bond/treasury plays (TLT, TMF, TMV, etc.). A 5% corridor width means allocations can drift within +/-5% before rebalancing, while the overall system is set to rebalance=none (no fixed periodic rebalancing). The strategy emphasizes risk management through standard deviation screens, max-drawdown checks, RSI- or return-based thresholds, and regime-specific guardrails to attempt to avoid large drawdowns while chasing upside in strong trends. It also blends long-only and leveraged exposure in a controlled way to manage risk and potential return. The “Video Walkthrough” and “Learn Algorithmic Investing” entries indicate an educational or provenance layer rather than investable components. In short: it’s a big, rule-driven, regime-aware asset-allocation machine that shifts among stocks, bonds, commodities, currencies, and volatility hedges based on price trends, momentum, and volatility signals, with a conservative rebalancing rule and explicit risk controls.

Out-of-sample Sharpe 1.31 vs SPY 1.06; annualized return 45.36% vs 18.60%; Calmar 1.62. A diversified, regime-aware strategy with hedges and a 5% drift aims for higher risk-adjusted growth than the S&P 500, with upside and risk managed.