A daily, multi-asset rotation system that blends equity picks, hedges (UVXY/BTAL), and a managed-futures tilt (KMLM). It uses momentum/strength signals across many assets to pick a tight, high-conviction list (Battleship) and can concentrate bets (e.g., 75/25 UVXY/BTAL) while also switching to a KMLM-dominant mode when risk signals rise. Broad exposure includes SPY, QQQ, sector/theme ETFs, commodities, and international assets, with a strong emphasis on risk management and frequent rebalancing.

In plain terms: the strategy watches many assets and checks whether newer price action and momentum look better in some assets than others. If the broad market looks strong (as judged by momentum/strength measures on SPY and other proxies) it tilts toward growth-oriented equities and sector bets. If signals weaken or risk spikes, it shifts toward hedges and trend-following futures (KMLM) or volatility-based vehicles (UVXY) and anti-beta funds (BTAL). A second big mechanism is a ‘Battleship’ selection: it filters a large pool of ideas down to a small, high-conviction list using momentum, drawdown, and historical performance filters, then weights them (sometimes heavily concentrated in a few holdings) to form the portfolio. There is a dedicated path that explicitly uses KMLM (managed futures) versus a pure equity rotation (Battleship) depending on signals. The system also uses a wide array of tickers including famous ones (SPY, QQQ, TECL, SOXL, UPRO, TQQQ) and less common ETFs (KMLM, BTAL, UVXY, VXX-related, commodity funds, and international exposures) to build a diversified set of exposures. Key ideas you can grasp: (1) ride the strongest market ideas, (2) have hedges ready for volatility or downturns, (3) switch between a futures-based diversification and a stock-rotation approach, and (4) rebalance daily to stay current with the signals. Important caveats for layman readers: levered ETFs (e.g., TQQQ, TECL) magnify moves and can burn you quickly in choppy markets; UVXY and VIX-based exposures tend to decay over time and are most useful as short-term hedges; the strategy’s complexity means it can flip positions rapidly and incur higher trading costs.

Out-of-sample, this multi-asset rotation strategy delivers far stronger risk-adjusted performance than the S&P 500: annualized return ~78% vs ~27%, Calmar 4.46, and Sharpe ~1.82, aided by hedges and a managed-futures tilt during volatility.