A monthly, multi-model portfolio rotator that combines momentum, inverse-volatility tilts, risk-off/risk-on switches, bond overlays, leveraged/inverse ETFs, and a Bitcoin proxy to construct a single diversified, rules-based portfolio.

- Every month, the strategy builds one portfolio by choosing among several groups (Low Vol, High Vol, Ballast, and Risk/Bitcoin overlays). - Within each group, it allocates cash and assets, then screens assets to pick a small number (top or bottom several) based on performance signals. - Signals come from momentum-like measures over various windows (e.g., 5, 10, 20, 63, 84, 210 days) and are ranked by metrics such as cumulative return, moving-average return, or relative strength (RSI). - Assets considered include familiar names (AAPL, MSFT, NVDA, TSLA, etc.), broad ETFs (SPY, QQQ, VOO), sector/industry ETFs (VGT, VHT, VDE, VNQ, XLP, etc.), bond proxies (BND, IEF, SHY, TLT, TMF, BIL), leveraged/inverse ETFs (TQQQ, SOXL, TECL, UPRO, SQQQ, QID, PSQ, TMV, SPXS, etc.), and a Bitcoin proxy (BITO). Gold and cash-like hedges (GLD, SHV, UUP, etc.) appear in some paths as ballast or hedges. - There are regime-based branches: risk-on (favoring leveraged long exposures), risk-off (favoring Treasuries, short hedges, or anti-beta/market-neutral funds like BTAL), and scenarios tied to rate/risk signals (rising/falling rates, volatility regimes). - A Bitcoin rule uses BITO’s price relative to its 200-day moving average to decide exposure, with contingency paths that push to safer assets if the signal fails. - The approach is monthly rebalanced, with explicit weights either directing capital to each module or to cash, and with several layers of conditional logic designed to adapt to changing market conditions.

Monthly, rules-based rotation blending momentum, bonds, hedges, and a Bitcoin proxy to deliver diversified, lower-beta exposure. Out-of-sample Sharpe ~0.80 and Calmar ~0.80 signal steadier risk-adjusted returns with downside protection vs SPY.