A dense, multi-asset, rule-based strategy designed to deliver low correlation to the US stock market by applying momentum/mean-reversion and volatility signals across gold, volatility, energy, currencies, bonds, and a broad ETF universe, with daily rebalancing and explicit profit-taking rules.

- The strategy runs a large network of if-then rules across many ETFs, not just price action of US stocks. - It looks at momentum-like and volatility-related indicators (described in simple terms as how fast prices rise/fall and how volatile conditions look) over different lookback periods (windows). - Assets are grouped into modules (for example, Gold Mean Reversions, Crude Oil Short, Bond/Durations, VIX-related blocks, Yield Curve, etc.). Each module has its own sub-signals and sometimes targets specific ETFs or leveraged/inverse funds. - When conditions in a module are satisfied, the algorithm assigns weights to the assets in that module. Heavier weights mean more capital allocated there; lighter weights mean less. Some blocks use 100/100 to indicate full weight within that sub-group, while others distribute across several assets. - There are profit-taking and risk-controls (e.g., “Take Profits - mover than 10% gain in last 20 days”), and there are layers of mean-reversion or momentum screening that check many assets before pulling the trigger. - The overall aim is to maintain a portfolio that often tilts toward assets that historically move differently than the broad stock market (gold, volatility, energy, currencies, and certain bond exposures), reducing correlation with the S&P 500/total US equity moves. - Signals are refreshed daily; rebalances are described as “daily,” implying a new set of weights or positions each day depending on the rule outcomes. In plain terms: the system is a big decision tree that says “if these momentum/volatility checks line up for these assets, buy/sell these ETFs in these amounts,” with the goal of varied market exposure and lower market-wide correlation.

All-weather, low-correlation strategy across non-stock assets. Out-of-sample: Sharpe 1.61, Calmar 5.85, max drawdown 1.36%, beta 0.36, and 7.96% OOS return - a robust ballast to the S&P.