A daily, multi-model, regime-aware portfolio that blends momentum, trend, and hedging across stocks, bonds, commodities, and volatility. It uses RSI and moving averages to pick assets and allocate weights, with hedges (UVXY, SVXY, BIL) and leveraged bets (e.g., TQQQ/TECL).

This strategy runs every day and looks at many different market rules at once. It assigns weights to a broad set of ETFs and ETNs (stocks, bonds, gold, oil, and even volatility products). Signals include momentum rules (price vs. recent trends), RSI overbought/oversold checks, and moving-average comparisons. Depending on which signals fire first, it may go long (buy) certain assets, rotate into hedges (like volatility proxies UVXY/VIX ETFs), or park cash in short-term Treasuries (BIL) as a safe buffer. Some parts use leverage to magnify exposure to favored bets (for example, 2x–3x ETF/ETN products). The system is highly modular, with many sub-strategies (e.g., Oil/Volatility, TMV Momentum, TQQQ-focused blocks, energy/defense mixes, and Bear Market protections). Each sub-strategy has its own rules for how much capital it takes and which assets it favors, and the final allocation sums these pieces into a single daily rebalance.

Out-of-sample, this strategy delivers stronger risk-adjusted performance: Sharpe ~1.27 vs SPY ~1.22, lower drawdown (~14% vs ~19%), Calmar ~1.44, and positive alpha with ~20.3% annual return—plus better diversification-driven protection.