A daily, rule-based rotation that picks among levered tech/semis, volatility hedges, and a KMLM-managed futures overlay to chase momentum while guarding risk; highly leveraged, multi-signal, and gates with KMLM-based rotations.

This system runs every trading day and looks at a broad list of ETFs that cover the U.S. stock market, tech and semiconductors, volatility, bonds, and a managed-futures overlay called KMLM. It ranks assets by momentum and risk using RSI-like rules (eg, is a stock’s recent move strong enough to warrant buying? is it in overbought territory? etc.). It then combines several blocks (Frontrunner, Rotator, KMLM Switch) to pick a small set of assets to own and how much to weight them. Cash is allocated using a cash-equal approach within candidate groups, and signals are filtered with risk checks such as drawdown and standard deviation. The KMLM Switch blocks gate exposures toward or away from KMLM-driven futures-like strategies, pairing them with equity and volatility hedges. Positions can include levered tech and semis (TECL, SOXL, TQQQ, SPXL) for potential outsized moves, while volatility proxies (UVXY, UVIX, VXX) can be used for hedging when volatility signals worsen. The strategy is designed to rebalance daily, keeping the overall portfolio within a single equity class, but frequently shifting among sub-strategies and baskets to capture opportunities while attempting to limit risk.

Dynamic, risk-controlled rotation across leveraged tech, volatility hedges, and KMLM futures. OOS return ~0.7%/yr with ~20% max drawdown vs SPY’s ~5%. Provides lower beta, diversification, and hedging when paired with the S&P 500.