A diversified, rules-based, multi-asset portfolio that rebalances daily across hedges, bonds, equities, and alternative ideas. It uses momentum/mean-reversion signals and volatility overlays to decide which assets to own or hedge, aiming for smoother returns and controlled risk through an MPT-driven rebalancing process.

Think of the strategy as a big cake cut into many slices. Each slice is a theme (hedges, bonds, stocks, gold, energy, etc.), and within each slice there are sub-slices that use rules like: is momentum rising (price vs. moving average), is volatility high, is a given ETF showing strength versus its own price history. The system tests many conditions, each using simple math (for example, “RSI of TMF is above 32” or “TMF price is above its 50-day moving average”). If the conditions are met, cash is allocated to that ETF or to a related group; if not, cash stays or moves to other blocks. The blocks are then combined and optimized so the overall risk of the portfolio matches a target while aiming for higher expected return. The process is repeated daily, so the mix shifts with changing market regimes (bullish, bearish, volatile, or stable). The inclusion of UVXY/SVXY (volatility hedges) and levered treasury funds (TMF/TMV) helps protect against big market drops and potential inflation/deflation shocks. The strategy also includes international, commodity, and bond overlays. Importantly, it’s not trying to predict the exact top or bottom of the market; it’s trying to adapt exposures as signals change, using a structured framework rather than intuition or a single indicator. The appearance of less-common ETFs like KMLM is simply part of broadening diversification beyond the most famous tickers you know (AAPL, GOOG, TSLA).

Diversified, rules-based strategy with daily rebalancing across hedges, bonds, equities, and commodities. Lower market beta (~0.84) and built-in risk controls aim to smooth volatility and diversify risk, complementing SPY with disciplined risk management.