A daily-rebalanced, multi-asset, rules-based strategy that blends momentum-driven equity bets with hedges and inflation/defense assets, using layered signals (RSI, moving averages, cumulative returns) across a broad ETF universe (including some less familiar tickers like KMLM) to tilt toward risk-on or risk-off regimes as conditions change.

- It treats the portfolio as a set of buckets (Frontrunner, Aggressive Battleship, Bear, Bull, Inflation Hedge, etc.). - Each bucket contains signals (RSI checks, moving averages, cumulative returns) and target weights. If signals confirm a setup, the bucket contributes its weight to the overall portfolio. If not, it sits out or contributes less. - The Frontrunner module looks for top performers (best momentum signals) and assigns a large weight to those assets, especially when momentum indicators are strong (e.g., high RSI on broad market proxies like SPY). - The Battleship module spreads risk across many assets and groups, including equities, hedges (UVXY, SPXU, SQQQ, PSQ), inflation hedges (gold, oil/commodities, dollar proxies), and other diversifiers. Weights are allocated within sub-groups (e.g., UVXY/BTA L mix or top 5/9 assets by momentum). - The Bear/Bull switches tilt toward protective hedges or leveraged/inverse equity plays as signals deteriorate or as volatility spikes, aiming to protect capital in downturns while still leaving room for upside if conditions revert. - Signals combine several lookbacks and signal types: RSI windows (e.g., 10-day RSI on SPY or IOO), relative-strength-index crossovers, moving-average-price vs exponential moving-average-price comparisons, and cumulative-return over various windows (10, 60, 300 days, etc.). - A broad universe is used (SPY, QQQ/TQQQ/UPRO family, gold/energy/commodities ETFs, volatility and inverse/beta funds, short-term bond funds, inflation hedges, etc.), including some less common tickers (e.g., KMLM) to diversify exposures beyond mega-cap names. - The portfolio is configured as EQUITIES with daily rebalancing, meaning the exact mix can shift every trading day based on the latest signals. The end result is a dynamic, momentum- and risk-managed blend of long equity bets and hedges, designed to ride uptrends while buffering against sharp pullbacks. If you’re using it, expect a relatively active, turnover-heavy approach that can produce sizable swings in both directions.

{"type":"object","properties":{"value_proposition":{"type":"string","description":"A compelling value proposition for this strategy focused on out-of-sample performance and how it compares to the S&P 500.","value_proposition":"Out-of-sample edge: Sharpe 1.52 vs SPY 1.05; Calmar 4.09; annualized return ~93% vs ~19%. A dynamic, multi-asset, hedged, daily-rebalanced framework designed to chase upside while buffering declines versus the S&P 500."}}}