A big, rule-based momentum strategy that blends frontrunner stock/bond/commodity bets with volatility hedges, rebalanced daily, using RSI and moving-average signals to decide what to own and how much, while layering risk controls to limit drawdowns.

- It scans a very broad set of assets (major indexes, bond proxies, commodities, volatility instruments, and a variety of ETFs) for momentum and strength signals. - Key indicators include moving-average comparisons, relative momentum (relative strength index), and various moving-average-based tests (e.g., moving-average-price, exponential-moving-average-price). - Signals are ranked and top offenders/beneficiaries are grouped into sleeve allocations (e.g., a Frontrunner sleeve, a Hedge Block sleeve, and multiple thematic blocks like TMF Momentum, VIX-related blocks, Energy/Commodities blocks). - The system builds an exposed portfolio by combining cash/near-cash components (like BIL, BTAL) with directional bets (high-momentum ETFs such as TQQQ, TECL, SOXL) and hedges (UVXY, VIX-related groups). - Rebalance happens daily, recalculating weights and reassembling groups; within each group, weights are set or adjusted according to the nested decision rules (e.g., specific groups like UVXY 75|25 BIL/BTAL or other “block” allocations). - Risk controls are embedded: several branches check for drawdowns, volatility, and strength thresholds before allocations are executed; if conditions aren’t met, the system may reduce risk by steering toward hedges or cash proxies. - The strategy blends “Gobi’s picks” and “Feaver Hedge Block” themes, combining forward-looking momentum with protective hedges to try to capture trends while limiting downside in rough markets. - In practice, you end up with a dynamically allocated mix across equity exposures, fixed income-like sleeves, and volatility hedges, with weights and groupings varying as signals evolve.

Out-of-sample edge: 29.1% annualized return vs ~27% for the S&P, Sharpe ~2.20, Calmar ~5.15, and low beta ~0.36. Higher upside with built-in hedges and rules that curb drawdowns, for better risk-adjusted growth across markets.