A daily-rebalanced, rule-based, multi-asset strategy that blends aggressive equity bets, commodities, Treasuries, currencies, and volatility hedges. It uses indicators like moving averages and RSI to pick top/bottom assets within many groups, with levered ETFs to magnify bets and hedges to protect during downturns. Highly complex and turnover-prone, it aims to ride uptrends while staying guarded in risk-off regimes.

- Every day, the system re-evaluates market conditions and rebalances the portfolio. - It organizes assets into groups: a core equity/commodity group (e.g., S&P 500 ETFs and commodity-related funds), a safer/defensive group (Treasuries, dollar-related funds, gold), and a volatility/risk-off group (UVXY and related hedges). - For each group, it screens a list of candidate assets using signals like price relative to moving averages, momentum (relative strength), and other return measures. It often picks the top or bottom asset(s) by a chosen metric (e.g., RSI, cumulative return, or moving-average signals) and assigns a weight (some groups are fully invested; others are partial). - The strategy uses levered ETFs (e.g., TMF for 20+ year Treasuries, TMV for opposite exposure, SOXL/TECL for tech/semis, UPRO/QLD for broad market bets) to magnify moves when signals align. Volatility hedges like UVXY act as a potential “shock absorber” when risk surges. - Signals come from a mix of indicators, including moving-average comparisons (is price above/below a long-term average?), RSI thresholds (overbought/oversold zones), and other momentum or return-based checks. A lot of the logic also depends on cross-asset comparisons (e.g., TLT vs. SPY, SPY vs. SPY’s moving average) to decide whether to tilt toward safety or risk. - The system includes several named groups (to name a few: “50/50 S&P 500/Commodities”, “Bear Market Strategy”, “Safer 20 Year Treasury Bonds with Leveraged Safety”, and “Defense | Modified”). Each has its own rule set and asset list, and the final daily allocation is an aggregation of these rule-driven choices. - The aim is to chase upside in favorable regimes (growth/expansion) while having layered hedges and safety nets during risk-off periods. The daily rebalance and heavy use of leverage make it more aggressive and turnover-heavy than a typical buy-and-hold approach.

Out-of-sample return ~26.9% vs SPY ~21.1%, with lower beta (~0.88) and solid risk-adjusted via Calmar ~1.32. A daily, rule-based, multi-asset strategy designed to grow upside while hedging risk.