A daily, rules-based, multi-asset sorter that uses momentum/trend signals across broad ETFs (including leveraged and volatility products) to pick the top sleeve (with hedges) and rebalance. High risk, highly diversified, futures/leveraged elements included.

- Every day, the system scans a wide set of ETFs across asset classes (broad stocks, technology-heavy, emerging markets, bonds, gold, volatility proxies, and futures-like strategies such as KMLM). - It runs a cascade of momentum and trend checks (notably RSI and price vs moving averages) at several time horizons to decide which sleeve looks strongest or weakest. - Signals are grouped into sleeves (for example EM, Gold, The Holy Grail with 20D KMLM) and then scored using risk metrics like maximum drawdown to avoid weak or dangerous bets. - The top-ranked idea is selected and funded, often with a cash-equal base and additional hedges or leverage where signals indicate potential upside; the exposure is adjusted daily to reflect new signals. - Hedges (e.g., volatility ETFs) and inverse/leveraged funds are used to temper risk or to capture upside in different market regimes. A variant called The Holy Grail with 20D KMLM leans into momentum signals in KMLM-linked futures-style exposures and combines them with other momentum signals (QQQ, UVXY, PROS funds, etc.). - Signals are not about picking a single stock; they target baskets of ETFs and use a rule-based, conditional structure to decide how much to invest in each sleeve and when to shift emphasis. - The intent is broad diversification with risk controls, aiming to ride persistent trends across asset classes while avoiding significant drawdowns, but it involves high complexity and active risk-taking due to leverage and futures-like components.

Out-of-sample shows a modest edge: ~29.5% annual return vs SPY’s 28.5%, with diversified trend signals and hedges across assets. It has higher drawdowns and a lower risk-adjusted Sharpe, but aims for stronger long-term compounding in trends.