A large, daily-rebalanced, multi-asset momentum hedging framework that tilts among stocks, bonds, commodities, and volatility-based hedges, using RSI-like momentum checks and moving-average tests to pick assets and allocate weights across many sub-strategies. It includes bear-market hedges and levered/short positions, making it complex but potentially resilient across regimes.

- The system is built from many sub-strategies (groups) that spit out buy/hold or sell signals for specific ETFs or baskets of ETFs. Each group has its own set of rules and a weight that determines how much capital to allocate to that rule-set if its conditions are met. - Core signals include: price relative to moving averages (is the price above a long-term moving average?), momentum indicators (roughly RSI-like measures showing whether an asset has strong/weak momentum), and price strength compared to peers (filters that pick the top assets by momentum or relative strength). - The strategy spreads bets across asset classes (stocks, bonds, commodities, gold, energy, etc.) and across market regimes (bull markets, bear markets, volatility surges). Some blocks explicitly aim to hedge or even go short on broad indices (e.g., SPY) when signals indicate risk is elevated, or when volatility is high. - Leverage and inverses appear in various groups (e.g., 1.5x S&P 500 exposures, short or inverse ETFs for hedging or bearish views). - Daily rebalancing implies the signals are checked every day, and allocations are updated accordingly. - The design favors diversification: if one group is neutral, others may still hold positions, aiming to dampen drawdowns and exploit momentum in multiple markets.

Multi-asset momentum with hedges: out-of-sample drawdown ~11% vs SPY ~18.8%, plus lower volatility from diversified tilts and hedges. Returns are more modest (6.6% vs 20.3%), but aim for steadier, risk-controlled growth.