A daily-rebalanced, rule-based, multi-asset engine that uses momentum, trend, and cross-asset strength signals to build rotating baskets of ETFs (including volatility, gold, bonds, leveraged stocks) with hedges and auto-tuned multipliers. It includes a dedicated KMLM-driven rotation as a diversification layer, and it actively combines risk-on and risk-off bets across many themes.

In plain language: the system watches many different markets and uses simple, repeatable checks to decide what to buy or sell each day. It uses two main ideas: momentum (is an asset rising or falling in price over a period) and trend (is the price above or below a moving average that smooths out noise). It compares the strength of many assets against each other, and then it builds baskets (groups) of assets that fit certain conditions. If a group’s conditions are met, the platform buys the assets in that group with specified weights. If not, it may switch to a different group or apply hedges. The strategy deliberately includes hedges and diversifiers, like certain volatility funds (UVXY, VIXY), gold (GLD), and bonds, to dampen losses when markets become choppy. Some sub-strategies scale up exposure (the “5x” and similar blocks) for more aggressive bets, while others emphasize cautious, diversified exposure. Signals include RSI-like momentum checks (for example, comparing the asset’s recent performance to an 10-day window), moving-average comparisons (current price vs a longer-term average), and cross-asset strength checks (e.g., is XLY stronger than a benchmark, is UVXY elevated, etc.). The plan is rebalanced daily, meaning it recalculates and potentially re-allocates every day, aiming to capture upside while managing downside through hedges and diversification. The KMLM element appears as a dedicated module that tests a managed-futures approach (KMLM) alongside the other rotations, acting as a diversification layer within the more aggressive, ETF-based system.

Out-of-sample performance: Sharpe 5.10 vs SPY 1.29; beta -0.93; alpha 1.54; Calmar ~75; diversified momentum/trend with hedges. Seeks higher risk-adjusted upside and tighter drawdown control versus the S&P 500.