A regime-driven, multi-asset portfolio that tilts between leveraged growth, defensive hedges, and safe-haven assets using correlation-focused selection and momentum/volatility signals to balance risk and return across bull, bear, and transition markets.

Plain-language overview: The fund uses a complex, but transparent, decision tree to decide which asset groups to own or avoid based on the current market regime. It groups assets into growth-oriented, defensive, and hedge buckets, then ranks and selects a subset of assets from each bucket using momentum, volatility, and correlation signals. The selected assets are then weighted to form a diversified, regime-dependent portfolio. In bull markets, you may see heavy tilt toward 3x leveraged growth ETFs (e.g., UPRO, TQQQ, TECL, SOXL). In cautious or rising-rate or recessionary periods, the strategy shifts to defensive equities, Treasuries (TLT/TMF), gold (GLD), and dollar hedges (UUP/USDU). It uses inverse-volatility and anti-beta funds (BTAL) to dampen risk and includes overlays that target “dip buying” opportunities with short ETF hedges when conditions warrant. Signals used include moving-average performance, cumulative returns, standard deviation, and momentum ratios (RSI-like). The overall aim is to combine assets with low or complementary correlations to reduce overall risk while preserving upside capture across market regimes. It’s a systematic, rules-based approach rather than a discretionary call.

Out-of-sample results beat the S&P: Sharpe ~1.35 vs 1.18; return ~28.5% vs 20.4%; max drawdown ~16.7% vs 18.8%; beta ~0.77; Calmar ~1.71. Regime-driven, diversified strategy with higher upside and lower risk.