Rules-based, concentrated long/short. Holds one 3× bull ETF (55%) and one 3× bear ETF (45%) only when their trend looks better than KMLM; otherwise parks in KMLM (managed futures). Seeks steady returns with low correlation to broad stocks.

The portfolio is 55% “long” and 45% “short.” Long side: picks ONE 3× bull fund (TNA small-caps, DRN real estate, LABU biotech, HIBL high‑beta, FNGU/FNGG Big Tech, UDOW Dow) only if its 20‑day strength score (RSI: 0–100; higher=stronger) beats KMLM’s 10‑day RSI; else it holds KMLM (a diversifying managed‑futures ETF). Short side: similarly checks 3× bear funds (TZA, DRV, LABD, HIBS, FNGD, SDOW) with a “switch”; if off, it also parks in KMLM. It then holds just ONE short candidate, chosen by highest recent volatility. Aim: be slightly net long, but resilient in selloffs via KMLM and selective short exposure.

Out-of-sample, this strategy targets ~41% annualized return vs the S&P’s ~22%, with Calmar ~1.97 and Sharpe ~1.20. Net-long with anti-beta diversification, it seeks higher growth and lower stock correlation—accepting larger drawdowns in some regimes.