A complex, signal-driven rotation among a broad set of ETFs with cash ballast and volatility hedges, designed to ride momentum in bullish regimes while dialing back risk in uncertain times.

What it does, in plain language: - It starts with a cash ballast when risk looks high (uses BIL and similar signals). - It then evaluates a broad set of ETFs across bullish and bearish themes, selecting leaders within each theme based on recent performance and trend (momentum and price checks). - The strategy builds a blended portfolio from multiple groups (e.g., Bullish Leaning, Bearish Protection, Short Volatility themes, and WAM-based momentum groups). - It may include leveraged equity plays (like TQQQ, TECL, UPRO) when the signals say the market is strong, and hedge-like or inverse/volatility-related ETFs (like UVXY, SQQQ, SVXY) when conditions favor hedging or risk reduction. - KMLM is included as part of a momentum tilt in one branch, contributing to the overall rotation as a varying portion of the exposure. - Weights inside each group are determined by momentum/RSI signals, moving-average checks, and occasionally backtested rules; top picks get larger weights. - Rebalancing is signal-driven (not fixed on a calendar), using a very small rebalancing window to avoid excessive turnover. - The aim is to ride uptrends in equities and related momentum plays while using cash and hedges to limit drawdowns in choppier markets.

Dynamic momentum rotation with cash ballast and hedges aims to ride rallies and shield against drawdowns. Out-of-sample results: Sharpe ~2.05 vs SPY ~0.98; Calmar ~4.27; annualized return ~86.8% vs 18.5% for SPY, offering stronger risk-adjusted gains with disciplined risk control.