NOVA is a complex, rule-based, multi-asset strategy that rotates daily among equity, fixed income, commodities, currencies, volatility, and managed-futures exposures. It uses momentum-like signals and risk controls to pick and weight assets, including levered/ inverse plays, while adding a non-correlated futures sleeve for diversification. The goal is to ride trends, diversify risk, and adapt to different market regimes with an 80/20 energy-sensitive posture and self-bootstrapped replication across multiple sleeves.

- Start with a broad asset universe (stocks, bonds, commodities, currencies, volatility, and futures-like bets). - The strategy is organized into sleeves (sub-strategies) that are themselves composed of rules that select specific assets and weights. - Each sleeve uses momentum-like signals (relative strength, moving-average comparisons, volatility measures) to pick which assets to hold and in what relative size. - Some sleeves explicitly favor long-leveraged equity bets (e.g., QQQ, SPY, TQQQ, SOXL) when trends look strong; other sleeves include hedges and inverse/volatility exposures (e.g., UVXY, SQQQ) to profit if volatility spikes or markets turn down. - A separate “managed futures” module (tickers like KMLM) provides a non-traditional, trend-following allocation across assets that may behave differently from equities and bonds. - Risk controls (standard deviation, max drawdown checks, cumulative return thresholds) gate when to enter/exit and how much risk to take. - The “bootstraps” concept means multiple clones of the same logic run in parallel with different parameterizations or asset mixes to diversify model risk. - Rebalance is daily, resetting weights to a target mix with ongoing adjustments for risk and regime signals. - Energy exposure is baked in via targeted sleeves (e.g., XLE and related energy plays) to capture secular energy cycles when signals align.

NOVA's out-of-sample results beat the S&P on risk-adjusted return: Sharpe 3.59 vs 2.87, Calmar 14.50, annualized return ~95% vs ~38%. A diversified, rule-based, trend-following multi-asset strategy with strong upside and managed risk.