A complex, regime‑aware, multi‑asset momentum strategy that rotates among leveraged and unleveraged US equity plays, hedges (bonds, volatility, cash proxies), income (JEPI), and crypto proxies, using RSI and other momentum filters to switch among risk‑on bets and risk‑off hedges with equalized or weighted allocations across many sub‑portfolios.

- The strategy is built from many small engines called groups. Each group focuses on a different basket of investments (for example, SPY and S&P 500, QQQ and Nasdaq 100, IWM and small caps, semiconductors, and other themes). - Each group looks at momentum signals to decide what to own. The most common signal is RSI, a gauge of recent price strength. When RSI suggests strength, the group may favor leveraged momentum plays; when RSI shows weakness or overbought conditions, it may shift toward hedges or safer assets. - Leveraged ETFs (like SPXL, TQQQ, SOXL, SPQQ? etc.) are used to magnify exposure when the signals are favorable. Base ETFs (like SPY, QQQ, IWM, SOXX) are used when less aggressive exposure is desired. - Hedges and safer assets come into play when risk signals spike. Hedges include inverse or volatility-related ETFs (for example SH for short S&P 500, UVXY/VIX‑related products for volatility exposure), and fixed‑income proxies (BIL, IEF, TLT, TMF, TIP, GLD, etc.) to dampen drawdowns and provide ballast. - There are special modules that focus on income (JEPI) and even crypto proxies (BITO/BIT I) to diversify sources of return. - The system often uses a hierarchical weight scheme, where capital is allocated across major groups and sub‑groups; some blocks explicitly apply equal cash weighting within a sub‑portfolio, while others assign different emphasis (including some leverage) based on signals. - The design includes “Buy the Dips” and other tactical themes that aim to exploit short‑term pullbacks in major indices, again using a mix of leveraged bets and hedges. - Signals are windowed (e.g., RSI14 on a 14‑day lookback, moving averages over 26 or 60 days, and other custom windows), and some checks use drawdown or performance relative to other assets to drive decisions. - In practice, the model constantly cycles through these signals to generate a current allocation that toggles between risk assets, leveraged bets, hedges, and cash, striving to ride trends while managing drawdown risk. This is a regime‑aware system rather than a single static rule.

Out-of-sample: ~37.6% annualized return vs S&P ~19.9%, with Calmar ~1.20 and Sharpe ~1.04. A regime-aware, multi-asset momentum strategy that uses hedges and income proxies to boost upside while controlling drawdowns—more durable growth than the S&P.