A complex, multi-asset momentum rotation that scans tech, broad markets, VIX/volatility, dollar, and bonds to pick 1–3 high-m momentum leaders (often including UVXY and KMLM) for the next period, using RSI and moving-average signals plus hedges to ride rallies and dampen drawdowns.

- The system evaluates a broad universe of ETFs: tech and broad market (examples include TECL, SOXL, SPXL, QQQE, QQQ, XLK, SPY), volatility plays (UVXY, VIXM, SVIX), dollar/treasury proxies (UUP, TLT, IEF, TL T, BND), and a managed-futures proxy (KMLM). - Each asset gets scored by momentum signals, primarily a short RSI (often 10 days) and moving-average momentum checks. If an asset shows strong momentum (RSI above a threshold or price momentum relative to a moving average), it becomes a candidate to hold. - The “sorter” logic uses nested tests to pick the top candidate(s). When a test passes, the strategy assigns a full weight (100/100) to the asset, effectively concentrating capital in that pick for the next period. - The flow frequently revisits a core set of groupings such as “KMLM switcher,” “Long/Short Rotator,” and “Pops -> KMLM.” These groups test combinations of momentum, herd behavior, and hedging signals to decide whether to rotate into KMLM (the managed-futures proxy) or into a basket of high-momentum equity/volatility assets. - There are explicit hedging/defensive pathways (Bear Cross, VIX/Commodities, VIXM/UVXY clusters) intended to reduce loss when the market deteriorates or when volatility spikes. - Weighting is typically cash-equal within each chosen bucket, but when a particular node triggers, it can push a single asset with full weight or a small handful of assets with equal emphasis. - The scheme is embedded with many variants/backtests (e.g., “Nova,” “Nerfed,” “MonkeyBusiness Simons variant,” etc.), indicating the author tested multiple rule tweaks and named them for reference. The practical upshot is a decision tree that aims to ride upside moves in a handful of momentum leaders while offering hedges or diversifications via UVXY, VIX-related products, and KMLM when regime signals warn of risk. It’s inherently complex, relies on a broad universe, and is designed for backtest-driven refinement rather than a simple, stable, real-time signal.

Dynamic multi-asset momentum with volatility/bond hedges aims to diversify risk and capture regime shifts. Though OOS annualized return (~21.6%) trails the S&P (~44%), it adds protective layers and diversification to your core equity exposure.