A complex, rule-driven, multi-asset momentum strategy that rotates among stocks, bonds, energy, commodities, volatility, and currencies using moving averages, RSI, and price tests. It allocates cash by group, sometimes hedges or shorts equities (SPY), and emphasizes diversified trend-following rather than a single market bet.

A large, layered system scans many ETFs and commodity-related tickers. Each group runs its own entry rules based on simple math about price trends and momentum (for example, is the price above its moving average or is momentum rising?). When a rule is satisfied, that asset gets a position with a defined weight. Cash is then allocated across groups (and some assets within groups) rather than pouring money into every eligible ETF. Some parts of the plan are hedges or inverse plays (for example, occasionally betting against the broad stock market or using volatility/futures funds during turbulence). The overall portfolio is designed to be diversified across stocks, bonds, energy, commodities, and currencies, with a loose rebalance tolerance (3%) and no frequent automatic rebalancing. The exact weights and specific assets change only when the rules trigger, not on a fixed calendar date. Important note: this is a complex, rule-based system that uses many ETFs and conditions. It aims to capture momentum across multiple markets and to hedge risk, but it also introduces complexity and potential correlations across positions. It is not a simple buy-and-hold strategy and may be sensitive to regime changes in markets.

Out-of-sample, the strategy delivers stronger downside protection (6.99% drawdown vs 18.76% for SPY), low beta (0.24), and solid risk-adjusted return (Calmar ~0.82), with diversified momentum that aims for steadier growth than the S&P 500.