A diversified, rule-based multi-asset strategy blending volatility hedges, country-by-country momentum, commodity momentum, gold, a levered growth sleeve, and a levered long-duration bond tilt, with a 5% rebalancing corridor.

- The portfolio splits money into six sleeves with target weights: Long Volatility (21%), Trend and Momentum (21%), Fiat Alternatives (19%), Secular Growth Assets (24%), and Interest Rate Linked (18%). - Long Volatility sleeve uses two instruments (VIXM and UUP) with a 26-day lookback to capture periods of rising market turbulence or dollar moves; it's a hedge against sudden stress in markets. - Trend and Momentum sleeve builds country- equity bets: for each country (Australia, Germany, Spain, France, UK, Japan, Italy, USA, Netherlands), the strategy compares the country ETF’s 252-day cumulative return to the 252-day cumulative return of IEF (a long-duration U.S. bond ETF). If the country ETF has outperformed IEF, the sleeve allocates to that country ETF; if not, it allocates to IEF. This is done across many major markets, with equal internal weighting among the successful bets. - Commodity Momentum sleeve covers Gold (GLD), Agriculture (DBA), Metals (DBB), Oil (DBO), Uranium (URA), and Wood (WOOD). Each commodity’s 21-day cumulative return is compared to IEF’s 21-day return. If the commodity outperforms IEF, the sleeve allocates to that commodity; otherwise it pivots to IEF. This provides a short- to medium-term tilt toward momentum in key physical markets while maintaining a bond hedge. - Fiat Alternatives sleeve simply owns SPDR Gold Shares (GLD) with a separate 19% target, providing a precious-metal hedge and currency diversification as a portable “fiat alternative.” - Secular Growth Assets sleeve is a levered growth bet via UPRO (3x S&P 500). This sleeve targets amplified exposure to broad U.S. equity market upside for longer-term growth potential. - Interest Rate Linked sleeve uses TMF (3x long 20+ year Treasuries) with a 26-day lookback as a exposure to dynamics in long-duration bonds and interest rates, providing a hedge or tilt related to rate expectations and duration risk. - Rebalancing uses a corridor of 0.05 (5 percentage points). If weights drift beyond this band, rebalancing adjustments are triggered; otherwise, weights stay as-is to reduce turnover and costs. - The strategy is ETF-based, includes leveraged ETFs, and incurs the usual ETF-related costs and risks (management fees, spreads, tracking error, compounding effects in volatile markets). It’s essential to review ETF prospectuses and understand leverage effects before investing. Here’s the simple mental model: you own a diversified blend of hedges (volatility and gold), a broad set of country stock bets driven by momentum, a set of commodity bets driven by short-term momentum, and two leverage plays to push growth and duration bets when signals align. The overall aim is to balance resilience (volatility hedge, bonds) with exposure to growth (levered equities, commodities) while keeping a disciplined rebalancing cadence.

Diversified, rule-based sleeve blending volatility hedges, momentum, gold, commodities and levered growth to complement SPY. Out-of-sample: Sharpe 0.51, Calmar 0.24, beta ~0.75. A risk-aware way to diversify and improve risk-adjusted returns when markets wobble.