A complex, rule-based, multi-asset strategy blending growth bets (semiconductors/tech) with hedges (USD, gold, Treasuries) and healthcare/cash themes, using momentum signals and risk filters to allocate across groups and assets with limited rebalancing.

Think of it as a layered decision tree. The engine looks at several asset groups (growth/semiconductors, healthcare/cash, USD hedges, and bonds) and uses short-term momentum signals (like RSI, recent performance, and volatility) to decide which group to tilt toward. Within each group, it picks 1–2 assets using filters (e.g., strongest momentum, lowest risk, or highest quality) and assigns them a slice of the total capital. Some signals push you into hedges (short or inverse funds) or safe cash. The overall system distributes capital across groups with predefined weights and tends to avoid frequent rebalancing, favoring a measured, risk-conscious approach. It relies on a mix of ETFs and stocks (including specialized ETFs for semiconductors, gold, USD exposure, and treasuries) rather than a single market bet. In short: it is a rules-based, multi-asset strategy designed to capture growth while buffering downside with hedges.

Multi-asset, rule-based strategy blending growth bets with hedges, aiming for ~41% out-of-sample annualized return vs SPY ~23% and Calmar ~1.78. It seeks higher upside with risk controls, though drawdowns can exceed the S&P.