A daily, rules-based, multi-asset portfolio using momentum, trend, and hedging signals to allocate across stocks, bonds, commodities, real estate, volatility, and sector bets, with leveraged/inverse tools and risk controls to manage drawdowns.

- The system is built as a hierarchy of modules that are evaluated daily to decide where to invest. Each module represents a broad theme (Stocks, Bonds, Commodities/Real Estate, Volatility Hedge, Sector Momentum, etc.). - Within each module, a set of assets (ETFs) is considered. The rules look at price momentum and other signals to select a subset (often the top or bottom performers) and assign weights. Momentum checks use indicators like “relative strength” over short windows and moving-average style comparisons to decide whether an asset is trending up or down. - Some signals rely on leveraged or inverse ETFs (e.g., SPXL for 3x S&P 500, TQQQ for 3x Nasdaq, UVXY for volatility, SDS/SQQQ for inverse exposure) to express directional views or hedges. - The strategy splits capital among big groups with explicit weights (for example, Edging toward Energy, or a Volatility Hedge cluster), and within each group it can shift toward defensive assets (Treasuries, USD, gold) when risk signals worsen. - There are explicit “Crash Protection” and “Bear Market” sections that tilt toward more conservative or hedged positions when certain risk thresholds are met (e.g., when momentum or drawdown signals indicate trouble). - The system uses risk controls, including looking at recent maximum drawdown and other risk metrics, to decide whether to reduce risk or rotate into safer assets. - Rebalancing is daily, meaning the target allocation is recalculated every day and the positions are adjusted accordingly. - Overall, the portfolio aims to participate in sustained uptrends across asset classes, capture upside in momentum pockets (e.g., sector winners, energy, tech-heavy growth via QQQ/TQQQ), and protect against large drawdowns with hedges and defensive allocations (bonds, USD, gold, cash proxies).

Out-of-sample, this strategy targets higher upside (32.6% vs 22.7% for SPY) through diversified momentum, hedging, and daily rebalancing. With active risk controls, it aims for bigger gains while managing risk, though drawdowns can exceed SPY.