A complex, rule-based ETF system that blends momentum, volatility plays, and hedging to allocate across a wide ETF universe. It uses RSI, moving averages, and momentum metrics to tilt between growth/momentum assets (including UVXY and leveraged tech ETFs) and defensive hedges (bonds, short/inverse ETFs, gold), with a sorter selecting the top combinations and weights. The aim is to maximize risk-adjusted returns across different market regimes, not to chase a single signal.

- The system looks at a wide set of ETFs (stocks, bonds, commodities, volatility proxies) and computes signals for each: is momentum rising or falling (moving-average comparisons, relative strength), is the asset overbought/oversold (RSI with windows like 10 days), and how has it performed lately (cumulative return and performance over windows). - It groups assets into four big blocks: EZ Win (aggressive, growth/volatility tilt), Bond/Defensive blocks (defensive hedges and risk-off bets), Balance/Bear blocks (bond mixes and hedges designed for downturns), and a Grail Sorter that ranks and picks the top combinations. - Within EZ Win, the rules scan assets like UVXY (volatility futures proxy) and several 3x ETFs (TECL, TQQQ, SOXL) for RSI thresholds (for example, UVXY RSI on a 10-day window exceeding high levels) and price momentum (current price vs. moving averages). If a cluster of signals agrees, the strategy tilts toward UVXY-related positions and related momentum plays; it also considers hedges (like SHV, SH, BIL) and complementary assets (GLD for gold, SLV/AGG in some variants) to balance risk. - The 2007 Edition block uses more defensive tilts (short or hedged exposures to S&P 500 via PSQ, SH, SHV, and short-term Treasuries like BIL) when signals deteriorate, aiming to preserve capital in bear markets. - Bond blocks and hedged blocks (e.g., TMF/TMV momentum scripts, hedged QLD) add layers that try to protect against rising rates, inflation regimes, or equity drawdowns by mixing long-duration bonds, inverse/bear funds, and hedged equity positions. - The Grail Sorter combines signals to select the best two or more components and apply final weights. The outermost weights (for example 60/40 splits or other allocations) allocate capital among the major blocks, then sub-blocks within each block determine the exact asset weights. - Rebalancing cadence is built into the framework (corridor widths and explicit “rebalance”/“balance” rules), so the portfolio can adapt as signals shift. In short, the strategy is a sophisticated, rule-based mix of momentum, mean-reversion, and hedging across a broad ETF universe, designed to ride uptrends but also limit downside through hedges when signals turn sour.

Out-of-sample return ~9.1% with downside protection: max drawdown ~13.6% vs SPY ~18.8%, beta ~0.40, Calmar ~0.67. A dynamic, multi-asset momentum/hedge strategy designed for steadier risk-adjusted gains when SPY falters.