A daily, rules-based, cash-equal multi-asset strategy that uses momentum and trend signals across tech equities, managed futures (KMLM), and bonds to tilt between upside exposure and hedges, with built-in risk-off protections and frequent rebalancing.

What you’re looking at is a daily, rules-based allocation that spreads capital across several groups: tech equities (and related leveraged plays), bonds/cash proxies, managed futures, and bear/ inverse positions as hedges. Here’s the gist in plain language: - Cash-equal framework: the strategy tries to keep allocations balanced across major groups, rebalancing every day. - Signals come from momentum and trend indicators applied to a wide mix of ETFs and funds. A common build block is RSI (a momentum gauge) on QQQ (the Nasdaq-100 ETF) and on related assets. If RSI is very low (suggesting oversold conditions), the model may tilt into more aggressive tech exposure (like TQQQ, a 3x levered version of QQQ) alongside a cash-like placeholder (BIL). - If other momentum checks show strength or favorable relative performance, it may shift toward other growth-oriented or diversified positions (e.g., KMLM for managed futures, SPY/IEI/IWM family for broad market exposure, or bear/ inverse funds like PSQ or SPDN when signals favor downside protection). - Managed futures edge: KMLM is a fund that follows trends across futures markets. Including it provides diversification beyond stocks and helps capture longer-running moves in different asset classes. - Hedge components: ETFs like BIL (short/ultra-short-term Treasuries) and PSQ/SPDN provide liquidity and risk-off protection when momentum signals turn negative. - The system weights and branches are designed to be cash-equal at a macro level, with daily checks to decide which asset group to fund. The intent is to ride uptrends (via tech and related leveraged bets when momentum confirms) while maintaining safeguards (bonds/cash and bear hedges) when signals deteriorate. - Example asset set involved includes: QQQ, TQQQ, SPY, SPDN, PSQ, KMLM, BIL, TBF, SHY, EEM, IWM, SPY, and various other ETFs to represent equities, small caps, emerging markets, and bonds. The ticker names correspond to real funds; QQQ tracks large-cap tech; TQQQ is a 3x leveraged version of QQQ; BIL is a short-term Treasury ETF; KMLM provides managed-futures exposure; SPY tracks the S&P 500; PSQ is inverse QQQ; SPDN is inverse S&P 500; SHY/TBF are bond proxies, etc. The strategy’s aim is to capture short-term momentum while using bonds and inverse ETFs to hedge during risk-off periods.

Out-of-sample edge: ~25.6% annualized returns vs SPY ~18.5%, Sharpe ~1.01, diversified across tech, futures, and bonds with daily rules-based rebalancing and hedges. Stronger risk-adjusted growth with built-in protection.