A large, rules-based mega-portfolio that blends many mini-strategies across stocks, bonds, commodities, currencies, and volatility. It uses momentum and mean-reversion signals to pick and weight assets (including leveraged ETFs) and aims for diversified, tactical exposure with limited automatic rebalancing.

- The system runs many small, rule-based arms (teams) that each pick a handful of assets to own at any time. - Each arm uses simple signals you can grasp without math: momentum (is an asset rising), recent performance versus a baseline (SPY), and price versus moving averages. A few arms rely on “RSI” (a momentum gauge) interpreted through plain language thresholds (e.g., “if recent semiconductor momentum is strong/overbought, tilt toward one side”). - Examples of signals in the mix: RSI over/under thresholds for semis; moving-average comparisons; cumulative or standard-deviation-based filters; and price relative to short/long moving averages. - Selection inside an arm is usually “top N” or “bottom N” assets by a metric (e.g., cumulative return, risk, or volatility). - Leveraged ETFs (e.g., SOXL, SOXS, UVXY, TECL, SQQQ, TMF) are used in some arms to amplify bets when signals align, but this also raises risk. - The results are then blended across arms with assigned weights (often large blocks like 80/20, 100/100 schemas across groups). - A final allocation is produced by aggregating these sub-positions; the file shows “rebalance” set to none, meaning no automatic re-allocation cadence is built in; you’d need to trigger rebalancing or run on a schedule outside this config. - The goal is to capture upside through tactical bets (growth across tech, bonds for hedges, commodities, and currency), while deploying risk-off hedges (volatility proxies and safe-haven assets) when signals indicate regime stress. - The strategy spans multiple markets and sectors (semiconductors, broad U.S. equities, healthcare-like ARK exposures, international equity proxies, bonds, dollar/commodities, and volatility), not just a single sector.

Out-of-sample return 38.36% vs S&P 22.17%; Calmar 1.48. Diversified, rules-based mega-portfolio uses momentum/mean-reversion and hedges for stronger upside with disciplined risk; drawdowns may exceed the S&P.