A daily-rebalanced, multi-asset, rules-based portfolio that blends leveraged equity bets, hedges (volatility and anti-beta), and bond/commodity hedges. It uses momentum and strength signals across many assets, with layered Bull/Bear/Hedge blocks and frequent screening to pick a small set of positions while controlling risk.

- It tracks a very large universe of assets (major stock market proxies like SPY and QQQ, leveraged bets like TQQQ/UPRO, volatility plays like UVXY/SVXY, and bonds/commodities such as TMF/TMV/BND/GLD/DBC). - Each asset or group has a weight, and these weights are adjusted daily based on a long series of tests and signals. - Signals come from momentum and strength indicators (roughly: is the asset’s price moving up, and is the up-move strong enough to justify a bet?). - A common momentum concept used is moving-average price comparisons and a momentum gauge that reflects recent gains/losses over various window lengths (short-term and long-term). When an asset looks strong, it gets a larger weight; when it looks weak or overextended, it gets smaller weight or is avoided. - The strategy uses several “blocks” (Bull, Bear, Hedge) to decide where to put capital. The Bull blocks favor upside trades (e.g., tech-heavy long exposures like QQQ/TQQQ and related long-side bets). The Bear blocks tilt toward hedges (volatility exposures, anti-beta funds, and selective short/defensive bets). The Hedge blocks emphasize fixed-income and hedged equity positions to reduce overall drawdown risk during stress periods. - Some blocks actively screen for a small number of top picks (for example, selecting the top two assets by a cumulative-return measure over a 100-day window) and then applying further checks before inclusion. - Risk controls are embedded in many layers: volatility filters (to avoid crowded bets when VIX-related signals are elevated), drawdown tests (to avoid entries with large potential downside), and diversification across instruments (across equities, bonds, volatility, and commodities). - The system includes several specialized sub-strategies (e.g., “Frontrunner,” “Mean Reversion,” “Bear Cross,” “Ticker Mixer,” etc.) that act like seasoning—each contributing a slice of the total allocation based on different rule sets. - Tickers like UVXY (volatility), SVXY (volatility inverse), BTAL (anti-beta hedge), QQQ and SPY (major equity proxies), TMF/TMV/TLT/BND/IEF (bonds and Treasury exposure), GLD/SLV/DBC (commodities and precious metals proxies), and a suite of levered/inverse ETFs are used to construct a diversified, risk-managed, multi-asset portfolio. - The end result is a daily-tilting, fully loaded, multi-asset allocation that attempts to capture upside in favorable regimes while providing hedges in tougher regimes. The naming (e.g., Feaver’s IRAs, FTLT blocks, Hedge Blocks, Frontrunner) reflects a hierarchy where each component’s weight and signals influence the overall risk and return profile. This is a sophisticated framework intended to adapt to multiple market environments rather than stick to a single, simple rule.

Out-of-sample, this strategy offers roughly 50% annualized returns with superior risk-adjusted metrics (Sharpe ~1.34, Calmar ~2.21) vs the S&P 500, thanks to diversified momentum and hedges.