A high-risk, multi-asset strategy that uses KMLM as a trend gate, SPY’s trend as a secondary filter, RSI momentum signals to pick leveraged long bets (3x ETFs), and layered hedges (volatility, low-volatility, bonds, and inverse exposures) to try to capture upside while curbing downside.

Here’s the idea in plain language: - Core trend gate: The strategy looks at KMLM to see if its price is below its 20-day average. If it is, that suggests a softer near-term trend and keeps risk controls in place. If it clears this gate, it may allow riskier bets under other conditions. - Secondary trend check: It also watches SPY (the broad U.S. stock market). If SPY is above its 200-day average, that’s a signal the market is in an uptrend, which may permit taking on more exposure and reducing shorts on SPY. - Volatility signals: The system monitors volatility-related ETFs (like VIXY/UVXY) to gauge fear in the market. Rising fear can trigger hedges or caution; lower fear can support more aggressive bets. - RSI bargain filters: Momentum signals use RSI (a momentum gauge) to find assets that aren’t overly stretched. Among several leveraged ETFs (like TQQQ for tech, SPXL for the broad market, SOXL for semis, TECL for tech), the ones with favorable RSI readings are favored. - OB Blocks and hedges before going 3x leveraged: Before committing to large bets with 3x leverage, the model tends to assemble protective “blocks” with less-risky assets such as BTAL (anti-beta fund), SPLV (low-volatility stocks), IEF (long-term Treasuries), and occasional inverse/bear positions like TMV. This is meant to dampen potential drawdowns if the trade goes against you. - Inverse/bond hedges and risk-off options: In uncertain or risk-off periods, the system can tilt toward hedging assets (like BTAL, IEF or TMV) to reduce risk, and it may consider long-term inverse exposure (like TECS) as a crisis hedge. - Positioning targets: When the conditions line up (trend aligned, volatility not too hostile, RSI bargains evident), the strategy tilts toward 3x leveraged long bets on technologies and semiconductors (examples include TQQQ, SOXL, TECL, SPXL). It uses a disciplined sequence rather than allocating everything at once, in part to avoid drastic drawdowns. - Practical takeaway: This is a high-risk, high-reward approach that attempts to ride strong market uptrends with leveraged exposure while controlling risk with trend checks and hedges. It relies on less common trend gauges (like KMLM) alongside familiar names, and it emphasizes protecting the downside with multi-asset hedges rather than simply chasing returns.

Diversified, risk-aware sleeve using trend signals, RSI momentum, and layered hedges to pursue upside in uptrends while dampening shocks. Out-of-sample Sharpe ~0.51 with ~10.9% annualized return offers a distinct hedged complement to SPY.