A daily-rebalanced, multi-tilt equity strategy that blends risk-on bets, hedges, and cash, selecting top momentum signals across large-cap ETFs (SPY, QQQ, DIA) and high-beta/volatility assets, with hedges and cash proxies to protect downside. It uses a Pareto-style, rule-based framework to decide what to own and how much, aiming for diversification and dynamic risk management.

- The strategy is built as a hierarchy of decision groups. Each day it evaluates multiple signals across many asset pools (e.g., Risk On assets like SPY/QQQ/DIA, High-beta longs like TECL/SOXL/TQQQ, and hedges like UVXY/SQQQ/SOXS). - Within each group, it filters candidates using momentum and strength metrics (cumulative return, moving-average return, RSI) over various look-back windows (5–126 days, and beyond). - It then selects a small number of assets (top N) from each group and assigns weights, often using equal cash weighting at a sub-group level, and sometimes more complex weights by signal strength. - Cash proxies (e.g., BIL) are used when signals indicate waiting rather than taking risk, helping keep the portfolio ready to shift. - Hedge instruments (UVXY, VIX-related ETFs, etc.) are used to reduce exposure when volatility/shock signals are triggered. - All signals and weights are blended in an umbrella “EMA of Pareto” approach, meaning the final portfolio is a smoothed, exponential-average combination of the many sub-strategies, rather than any single signal dominating. - The overall objective is to deliver diversified equity exposure with opportunistic hedges, allowing daily adjustments to capture momentum, mean reversion, and regime shifts while moderating risk through cash and volatility hedges.

Out-of-sample: ~37.7% annualized return vs SPY ~25.6%, with Calmar ~4.60 and Sharpe ~1.83. Dynamic hedges and cash proxies seek higher growth while managing risk, outperforming the S&P in regime shifts.