A high-risk, single-position tactical rotation around KMLM, using RSI/momentum signals to flip between volatility hedges (UVXY/SVIX) and aggressive leveraged bets on tech and managed-futures (TECL, SOXL, SPXL, KMLM), with a Long/Short Rotator module for hedging. No daily rebalance; one winner at a time.

- It is a single-position, non-rebalancing system. When a signal fires, you allocate all capital to the chosen asset (100/100) and stay there until another signal triggers a switch. The corridor width of 0.1 keeps changes relatively conservative given the high-risk toolkit. - The decision tree mainly uses momentum signals (relative strength indexes) on a set of market proxies to decide which engine to run. If a short-term momentum gauge on a market proxy (like QQQE) is very high (RSI above roughly 79), the system moves into UVXY (volatility exposure) as a hedge against a potential spike in volatility or a sharp move. - If those UVXY-triggering conditions aren’t met, the tree evaluates other assets in a nested fashion (VTV, VOX, TECL, TQQQ, SOXL, SPXL, XLP, etc.) to determine the best next engine. The exact path is a long chain of if-else statements, but the intent is to favor either volatility hedges or aggressive tech/beta bets depending on momentum signals. - A dedicated Long/Short Rotator subgroup rotates among a broader mix of assets (TMV, TMF, SVXY, VIXM, FTLS, KMLM, UUP) using a volatility/return screen (standard-deviation-return over a short window) to assemble a small, risk-managed subset. This module adds a hedge/tilt within the overall strategy and provides more nuance beyond a single engine. - The assets involved include: UVXY (volatility leverager), SVIX (inverse to VIX futures), SVXY (inverse VIX futures), TECL and SOXL (leveraged tech exposure), SPXL (leveraged S&P 500), TQQQ (another leveraged tech proxy), SPXL-like names, UUP (usd), TMV/TMF (bonds), FTLS (long/short equity), and KMLM (the main managed-futures exposure around which the switcher is framed). The goal is to exploit trends in tech, manage risk with volatility hedges, and occasionally tilt toward a managed-futures feel via KMLM, all through a tightly controlled, single-position framework rather than a diversified, multi-asset sleeve.

One-position, momentum-driven rotation around KMLM that bets on strong trends (tech/leverage) and hedges with volatility tools. Out-of-sample: ~46.6% annualized return, ~0.92 Sharpe, 1.69 Calmar, and ~27.5% max drawdown—aiming to beat the S&P with disciplined risk.