A cash-first, multi-asset, daily-rebalanced tactical rotation using momentum and mean-reversion signals across stocks, bonds, commodities, currencies, gold, and volatility hedges to rotate between ETFs with a bias toward cash and hedges in risk-off regimes.

- The system is set to rebalance daily. It starts with substantial cash exposure and then evaluates dozens of signals across many asset sleeves. - Signals are typically based on price relative to moving averages, momentum, and other derived metrics like RSI (relative strength), cumulative returns, and price comparisons to long-run benchmarks. - Each sleeve (e.g., U.S. equities, bonds, gold, commodities, USD, volatility) has its own rules for when to buy, hold, or hedge. Some rules favor equal cash weighting across the chosen assets; others assign explicit weights (e.g., 60/40 split) to specific assets within a sleeve. - The strategy uses both trend-following and mean-reversion ideas: you may see signals that say “buy if price is above a long-term average and momentum is strong” or “sell if momentum is weak and price reverts toward a long-run mean.” - There are explicit hedging and risk-off modules that tilt away from equities and toward Treasuries, USD, or gold when conditions resemble stress or bear-market regimes (e.g., 2008-like patterns). - The asset universe includes broad stock ETFs (SPY, QQQ, XLK, XLP, etc.), bonds across maturities (TLT, IEF, SHY, SHV, BND, IEI, etc.), commodity/composition ETFs (DBC, GLD, GDX, USO, DBA, etc.), currencies (UUP), and volatility hedges (UVXY, SVXY, PSQ, QID, SQQQ, etc.). - The system is designed to backtest across many themes (e.g., gold mean reversion, TLT macro momentum, commodity momentum, etc.) and then apply the strongest signals to allocate capital. This leads to a dynamic, regime-aware portfolio rather than a single static allocation.

Cash-first, daily-rebalanced multi-asset rotation. Out-of-sample: ~35.6% annual return, Sharpe ~2.07, Calmar ~12.4, max drawdown ~2.87%, far lower risk than S&P's ~6.33% drawdown. Dynamic hedges and diversification beat the market on risk-adjusted terms.