A diversified, rule-based ETF portfolio that rotates among commodities, broad equities, bonds, and hedges using momentum and risk screens; it emphasizes hedging to limit losses in downturns while aiming to capture upside with selective, high-momentum blocks.

- It splits capital into several blocks: Commodities, Broad Market, and multiple hedge/defensive groups. Each block contains candidate assets (ETFs) with explicit weights. - Within each block, it applies signals (momentum and risk measures) to decide whether to include an asset and how much to allocate. Examples of signals include moving-average and momentum checks, standard deviation/drawdown screens, and relative strength comparisons across different time windows. - The Commodities block uses a momentum/ranking screen to tilt toward a dollar-hedged commodity approach when momentum lines up (and also to select a small group of gold or dollar-related assets in some paths). - The Broad Market block uses short, medium, and long-horizon momentum and volatility filters to decide exposure to volatility-related ETFs (UVXY, VIXM, SVXY) and to main equity exposures with large-cap or tech tilt (e.g., high-growth/tech proxies) depending on signals. - “Pops” blocks implement a rotating, top-performing subset of ETFs based on momentum or risk-adjusted returns, selecting a few assets per window and assigning them weights that can be quite large (e.g., 85% of the block) while leaving room for diversification. - Hedge and defensive blocks (Anti-Beta, Safety Haven) allocate to low-beta or negatively correlated assets (BTAL, VIX-related ETFs, GLD, XLP, etc.) to reduce drawdowns during stress. - Bonds are included (BND, BSV, BNDX, PULS, BLV, BOXX) with rules that combine moving-average and exponential-weighted returns to approximate a diversified fixed-income sleeve. - Rebalancing follows corridor-width and basket-level signals to avoid excessive turnover while keeping the target mix aligned with regime expectations. - All of this is implemented with a wide set of window days (10, 14, 30, 60, 126, 200, 252) to capture different horizons, and with varied comparison operators (greater-than, less-than) to orient assets toward uptrends, downtrends, or mean-reversion opportunities. - The strategy expresses backtest labels (e.g., “Kearsarge” variants) and performance diagnoses (drawdown estimates) for different flavor paths, suggesting a family of logically similar models tuned for different risk appetites. Overall, the plan aims to be resilient across regimes by combining momentum-driven rotations with hedges and defensive ballast, all implemented with ETF liquidity to ease practical execution.

Out-of-sample, this strategy offers stronger risk-adjusted returns than the S&P 500: Sharpe ≈1.95 vs 1.44, drawdown ≈6.6% vs 18.8%, Calmar ≈2.89. A momentum-led, hedged multi-asset rotation aims for upside with disciplined downside protection.