A daily-rebalanced, rule-based portfolio blending equities (with sector/tech overweight), volatility hedges, bonds/cash, and a managed-futures sleeve (KMLM). It uses momentum and risk signals (RSI, moving averages, drawdown, volatility) to pick a small set of assets and weights, with hedges to curb drawdowns and a futures overlay to capture trends. The aim is higher risk-adjusted returns, not just growth, but it comes with high turnover and complexity.

- Every day, scan a large list of ETFs and futures-related products. - Compute momentum and risk signals (RSI, moving-average price vs current price, cumulative return, standard deviation of returns, max drawdown). - Group assets into rotations (Long/Short Rotator, Bond Block, KMLM overlay, hedges like UVXY, BIL, SGOV, etc.). - Use ranking and filters (top/bottom by momentum or risk metrics) to pick a small set of assets to hold and assign weights. - Apply hedges and shifts toward safer assets when risk signals worsen. Use KMLM as a separate sleeve to capture managed-futures trends when favorable. - Rebalance daily to adjust exposures based on signals and risk controls. - The goal is to maximize risk-adjusted return (Sortino-style metric) rather than pure growth, accepting higher turnover and the complexities of leverage and hedging. - Example signals: when RSI shows strength on tech names (QQQ/XLK/TQQQ/TECL/SOXL) and volatility hedges aren’t triggered, overweight those assets; when volatility spikes or momentum falters, tilt toward cash proxies or short-duration bonds (BIL/SHV/SGOV) and/or UVXY; at times, blend in KMLM for a managed-futures tilt.

Out-of-sample, the strategy targets higher upside with controlled risk: about 34.9% annualized return vs 19.4% for the S&P, Calmar ~1.45. It blends momentum, hedges, and a managed-futures sleeve to pursue stronger, risk-adjusted gains.