A no-leverage, rule-based, multi-asset strategy that blends trend momentum and volatility hedges. It builds a diversified ETF portfolio by testing RSI and moving-average signals across equities, sectors, bonds, and volatility ETFs, then scales in/out with many sub-modules to manage risk and capture trends.

Think of this as a recipe book for building a diverse stock-and-volatility portfolio. Each chapter (group) tests a simple rule: is price momentum strong? is the market too hot (overbought)? is volatility rising? Depending on which chapters’ rules line up, the system chooses a set of candidate assets (like SPY, QQQ, sector ETFs such as XLK or XLF, bonds like AGG or TLT, and volatility tools like UVXY or VXX). Within each chapter, cash is distributed across the chosen assets according to preset weights. The strategy then combines the chapters to form a single portfolio. It uses lagged price signals (moving averages) and momentum signals (RSI) to decide whether to buy, hold, or scale into positions. It also includes hedging logic: when risk signals are high (e.g., high RSI in major indices, or explicit triggers in the VIX/vix-related ETFs), it shifts exposure toward volatility hedges (UVXY, VXX, SVXY) and safer assets (USMV, SHV). The presence of many sector and bond ETFs means the portfolio shifts between growth, stability, and hedges as conditions change. A key trait is gradual position sizing (scale-in) rather than all-in bets, and explicit checks like “max drawdown” to avoid big losses. The “KMLM” and other tickers are simply inputs to momentum checks, not a recommendation to buy those alone. In plain terms: the system tries to ride trends but keeps a safety net by leaning on volatility hedges when the mood turns turbulent. It’s a no-leverage framework that relies on automated, rule-based decisions rather than discretionary picking.

Diversified, no-leverage strategy combining trend momentum and volatility hedges. Out-of-sample drawdown is 6.5% vs SPY ~18.8%, with steadier risk, positive risk-adjusted returns, and protection during turbulence—aiming for smoother gains vs the S&P 500.