A diversified, rules-based portfolio designed for ultra-low volatility, tilting across macro regimes (inflation/deflation), momentum, and hedges, using a wide set of ETFs (including inverse and leveraged funds). It emphasizes low drawdown (Max DD ~2.2%) with backtested history since 2013 and daily-like rebalancing to maintain stability across many asset classes.

The strategy runs many small decision rules that pick baskets of ETFs depending on macro conditions and momentum signals. A baseline cash position is augmented by allocations to inflation hedges (gold, Yen/Euro shorts, commodity funds), deflation/risk-off assets (Treasuries, volatility hedges like VIX-related funds, anti-beta funds), growth/tech exposures, and commodity/oil/natural-gas plays. It uses moving averages and price trends to gauge the regime, then applies layer upon layer of momentum checks across different time frames to decide which baskets to buy or reduce. Leverage and inverse funds are used selectively to express hedges and regime bets (short Yen, short Euro, short oil, etc.). The system frequently rebalances (often daily) to maintain low volatility and to cap drawdown, with explicit risk controls (max drawdown reported around 2.2% and backtested up to 2015–2025). The end goal is a diversified, stable, low-volatility portfolio that can participate in both inflation/deflation regimes and in mean-reversion/momentum swings without large drawdowns.

Out-of-sample, this macro-driven, diversified ETF strategy offers superior risk-adjusted gains: Sharpe 2.73 vs 1.83, max drawdown 2.74% vs 7.49%, Calmar 6.58—delivering steadier growth and capital protection with inflation/deflation hedges.