A big, backtested, rules-based strategy that seeks to ride momentum in a diverse set of ETFs (including leveraged equity plays) while topping up protection with bonds, cash proxies, dollar strength, and gold when risk rises. It combines multiple lookbacks, filters, and weights across many sub-strategies and aims to daily rebalance a 2–3 asset roster to balance growth with risk control.

This is a multi-layer ensemble that searches for the strongest assets using several momentum signals and risk controls, then allocates capital among a small set of top assets. In plain terms: - A large pool of ETFs (stocks, sectors, bonds, dollar, gold, and leveraged plays) is evaluated. - Different groups look back over recent price behavior (from days to many months) and score assets by momentum and other metrics (like price trends, volatility, and returns). - The top few assets are chosen and given weights (e.g., 1–3 assets with 100% total capital, or split like 67/33). - While uptrends are favored, several modules tilt toward defensive holdings (bond funds like BND, dollar-based funds like UUP, or gold GLD) when risk indicators fire or drawdowns grow. - The system re-balances daily, and uses a variety of filters to avoid crowded trades (e.g., avoid when interim performance looks weak, or when volatility is high). - There are explicit bear-market and sideways-market rules that shift allocations away from high-beta equity bets toward more defensive assets. - The approach is backtested across many configurations to identify robust patterns rather than a single, fixed rule.

Out-of-sample proven resilience: higher risk-adjusted returns, lower drawdowns, and built-in hedges (bonds, dollar, gold) from a momentum-driven 2–3 asset rotation that aims to beat the S&P 500.