A daily-regime–aware, multi-asset, momentum-based strategy that tilts among hedges, bonds, cash, and select equities to pursue lower volatility with downside protection.

What you’re looking at is a daily-rebalanced, rule-based portfolio called Low Voltage. It tests a broad mix of assets, including large stock ETFs (SPY for the overall market, QQQ for tech-heavy exposure, XLK for tech sector), sector and international proxies (IOO, AGG, BND, IEF, TLT), precious metals (GLD), and volatility hedges (VIXY). Key ideas in plain terms: - RSI is a gauge of momentum: it tells whether an asset has been climbing or falling strongly enough to be considered overbought or oversold. A high RSI often signals the asset has moved up a lot recently and might pause or reverse; a low RSI suggests it might bounce. - Moving-average checks compare current prices to longer-term trends to see if an asset is in an uptrend, downtrend, or moving sideways. - The strategy groups assets into market regimes (like Bear, Mellow Grail, Sometimes QQQ, Bear and other nested groups). Depending on current signals, it selects one group to emphasize. - Inside the chosen group, capital is distributed across the assets using a cash-equal approach (roughly equal dollar amount per asset or per sub-asset) so you’re not over-concentrated in a single pick. - Some parts of the tree weight assets inversely by volatility (risk-based sizing), aiming to keep overall risk in check. - It uses momentum “top/bottom” sorting to pick the best or least risky candidates within a group, occasionally favoring hedges when risk rises (for example, adding VIXY) or shifting to more defensive positions (bonds, cash-like assets). - Leveraged and inverse ETFs appear in select branches to capture short-term trends or hedge exposure (e.g., TQQQ, QLD, PSQ, SH), but they’re not used in every scenario. - The rebalancing happens daily, so the allocation is adjusted every day based on the latest signals. In short: it’s a dynamic, regime-aware, multi-asset portfolio that uses momentum signals and hedging to try to deliver smoother performance and limit drawdowns while still seeking upside when conditions look favorable. It’s a sophisticated framework that requires good data and careful implementation to work in real trading.

Low Voltage is a daily regime-aware, multi-asset strategy delivering higher upside with risk controls. OOS: ~24.6% annualized return vs SPY ~19.2%, Sharpe ~1.03, beta ~0.85, Calmar ~1.11. Expect slightly larger drawdowns but stronger risk-adjusted upside.