A daily-rebalanced, multi-asset, rule-based strategy that rotates among equities, bonds, and volatility hedges using momentum and price signals across many ETFs. It aims to capture upside with trend-following bets while hedging risk with bonds and volatility-related ETFs.

- The strategy is a collection of modules (blocks). Each block looks at several market signals to decide which ETFs to own. Signals include price relative to moving averages, momentum indicators, and recent performance (cum-return or drawdown). - Cash is allocated across blocks either evenly (cash-equal) or to specific blocks/assets (cash-specified). This creates a diversified foundational exposure rather than a single bet. - The core blocks often use leveraged or inverse ETFs to capture momentum or hedge risk. Examples include bonds (TMF, TMV, TLT, BND, SHV, IEF), equities (SPY, QQQ, TQQQ, TECL, SOXL, SPXL, PSQ), volatility hedges (UVXY, SVXY, VIXY, VIXM), and other hedges (BTAL). - Signals combine simple price rules (current price vs a moving average) with probabilistic momentum measures (RSI, cumulative return) and risk checks (max drawdown). If a condition is true, the block adds its recommended ETF to the position; if not, the block may default to a safer choice (e.g., bonds) or cash. - The plan features many nested conditionals (IFs) that layer decisions. In practice this means the portfolio’s exposure can swing among risk-on (equities and leveraged bets) and risk-off (bonds, volatility hedges) based on the prevailing signals. - Examples of themes: “TMF Momentum” tilts toward Treasury-bond momentum when signals look favorable; “SVXY FTLT” focuses on volatility hedges and related instruments; “Holy Grail” and its sub-blocks aim for a blend of momentum, mean-reversion, and bear-market hedges; “Foreign RINF” adds international exposure with hedging; and “20/60 Machine” and “Ticker Mixer” explore short-term vs medium-term rotation using bottom/top performers. - The portfolio is rebalanced daily, so the exposure set and weights can change every day based on the latest signals. This increases the potential for both upside and drawdown, especially given the use of levered ETFs. - Some commonly used concepts (e.g., RSI, moving averages) are employed as signals. RSI measures recent price momentum to indicate overbought/oversold conditions; moving averages compare current price to a smoothed trend. - Risk caveats: levered ETFs magnify both gains and losses; a crowded, highly interconnected set of signals can lead to rapid shifts; the complexity may reduce transparency for casual investors. It’s designed for an advanced, risk-t tolerant investor who is comfortable with frequent position changes and leverage risk.

Out-of-sample, this strategy targets ~34.6% annualized return vs ~20.7% for the S&P 500, with Calmar ~1.44 and alpha ~0.12, plus a Sharpe ~1.14. It uses multi-asset hedging and daily rotation; max drawdown ~24% vs ~19% for SPY.