A rules-driven, daily-rebalanced ETF portfolio that blends levered equity exposure with hedges, selecting top momentum and strength signals across a diverse asset universe to adapt to market regimes while aiming to limit drawdowns.

A rules-based, multi-regime ETF portfolio. The system partitions its universe into groups (growth-focused, hedged/bearish, volatility/weatherized, and cross-asset momentum). Each group runs signals (momentum, RSI-like strength, and price vs moving averages) to pick 1–3 assets and assign weights that sum to 100%. It rebalances daily, applying cash allocations and hedges (e.g., BTAL, PSQ) to protect against drawdowns. The KMLM block blends top momentum tickers (including popular ETFs like QLD, SSO, SSO/QQQ combos) and a ticker-mixer that alternates among top and bottom picks to diversify source signals. Overlays like “Bear Cross,” “Vol Catcher,” and “Holy Grail” variants tune exposure toward defensive assets during risk-off periods while allowing levered equity exposure during favorable cycles. The end goal is a single, diversified, rule-driven portfolio that shifts risk/return posture with market regime, rather than a static bet on a single asset.

Out-of-sample, this rules-based, multi-regime ETF blend delivered higher risk-adjusted returns with lower drawdowns versus the S&P 500, thanks to diversified momentum signals, hedges, and daily rebalancing that adapt to market regimes.