A daily-rebalanced, multi-asset strategy that blends momentum, volatility hedges, and managed-futures-style exposure. It uses many blocks to diversify across tech, bonds, gold, oil, crypto proxies, and volatility, with a target of about 0.7% risk per day and frequent hedging of downside. Includes levered ETFs and less-common funds like KMLM for breadth.

- It starts with a defined risk limit (0.7% per day). - The strategy is organized into many themed blocks (groups) that together form the full portfolio. Each block has its own rules for selecting assets and for how to weight them. - Within each block, assets are chosen using simple, transparent signals: price trends (moving averages, cumulative returns), momentum (RSI), and volatility. The system ranks candidate assets and picks a small number (often 1 or 2) to include. - The blocks can also hold hedges (volatility-related ETFs and short/Inverse ETFs) to reduce risk in stressed markets. - The overall portfolio is rebalanced daily so exposures shift as signals change. - The set of assets includes mainstream names (like tech equities and broad market funds) and less common ETFs (like KMLM, UVXY, BITO, GLD, SHV, etc.), giving a mix of equities, bonds, gold, oil, and futures-based exposure. - The design emphasizes diversification across many themes to avoid concentration risk, while keeping the total daily risk tightly controlled. - It is not a simple buy-and-hold; it’s a complex, rule-based engine that continuously adapts to market conditions.

Out-of-sample performance shows stronger risk-adjusted returns and stronger downside protection: Sharpe 3.27 vs SPY 2.30, Calmar 7.39 vs ~5.32, max drawdown 1.57% vs 5.07%, and beta ~0.15. A diversified, hedged sleeve delivers steadier growth vs the S&P 500.