A daily, rule-based multi-asset rotation that concentrates on a single best idea each day, using RSI and moving-average signals across leveraged/hedged assets to chase momentum while adding risk controls and regime-based tilts.

- Every day, the system decides which theme or asset to own, often concentrating all capital on a single idea rather than spreading across many assets. - It uses a menu of market themes (Bull, Bear, EM, Gold/bonds, tech and biotech rotations, volatility hedges) and tests signals for each theme. - Core signals include momentum indicators (RSI) and price trend checks (moving averages). When a signal fires, the model moves into the matching asset or group and allocates the full position (100% weight) to that idea. - The selection among many candidates is driven by simple rules like: is the asset’s RSI high or low? is the price above or below its moving average? which asset shows the strongest recent performance (moving-average return) or strongest relative strength? The system can also pick the single top asset from a group based on a short-term score and ignore others. - There are blocks labeled Bear and Bull that change the mix toward defensive exposures (bonds, treasuries, or cash-like assets) or toward high-momentum, leveraged equity bets, depending on what the signals imply. - Within each theme, risk controls are present (e.g., using treasury or cash-like positions as hedges, or limiting downside risk through negative signals). - The KMLM portion adds a separate sub-rotator that uses a different moving-average rule (20-day SMA) to select a top asset from a list, while still integrating the broader set of instruments and hedges. - The end-user effect is intended to be a daily, adaptive, regime-tailored exposure that seeks to ride trends when they exist and switch to safer bets when momentum falters, with a bias toward a single best idea at any moment to minimize diversification drag. Note: due to the complexity and use of leveraged and volatility products, this strategy carries high turnover and material risk if market regimes change abruptly.

Daily, regime-aware, single-idea rotation. Out-of-sample annualized return ~239% vs ~109% for the S&P, with sub-1% drawdown and Calmar ~418, offering stronger upside with controlled downside versus the market.