A rule-based, daily-rebalanced, multi-asset strategy that uses momentum and trend signals to decide between leveraged EM bets (EDZ/EDC), unlevered EM (EEM), US equities (SPY/IWM), and Treasuries (BIL/IEI), with ballast cash-like overlays. It toggles between Full and Reduced leverage and blends EM exposures with Treasuries to manage risk while seeking EM upside. It’s bedoeld for risk-tolerant, sophisticated portfolios and involves high volatility due to 3x EM leverage.

- It builds a portfolio from a few families of ETFs: EM focusing instruments (EDZ 3x bear, EDC 3x bull, EEM unlevered), US market (SPY, IWM), and safe assets (BIL short Treasuries, IEI intermediate Treasuries). - The core decision is a set of if/then rules that choose between Full leverage and Reduced leverage modes, and within each mode pick a specific EM stance (bear 3x EDZ with BIL, or bull 3x EDC with BIL, or balanced 1x/0x mixes). - Signals are momentum and trend-based: EM momentum via RSI (e.g., RSI over 80 or under 25 triggers protective or aggressive tilts), and trend via the 200-day moving average (current price relative to the 200-day average). - The rules also compare EM signals to other assets (e.g., SPY, IEI, IWM) to gauge risk-off vs risk-on context, and may include Europe-related exposure (EUM) as a secondary tilt. - Weights are specified in groups (e.g., 65/35 EM levered vs cash, or 68/32) and are applied to the chosen sub-portfolio; the configuration shows a final allocation weight (in this example) of 14 out of 100, indicating how much of the overall capital the block represents in a larger system. The system rebalances daily, maintaining the target exposure in the chosen path. - The design uses a cash-equalizing mechanism within each group to maintain consistent risk and to avoid concentrating too much capital in any single leg during rapid swings. - Overall intent: capture EM upside with leverage when signals are favorable, hedge with Treasuries, and reduce leverage or shift towards safer mixes when signals deteriorate.

Capture EM upside with disciplined leverage and Treasuries ballast. Out-of-sample annualized return ~108% vs SPY ~37%; Calmar ~6.3 signals strong risk-adjusted gains and diversification with higher upside potential.