A daily-rebalanced, bear-leaning, multi-asset strategy that selects hedging assets (gold, long Treasuries, silver, oil, volatility proxies) using momentum and volatility screens, applies equal cash weights (with inverse-vol weighting in subgroups), and uses volatility/risk signals to manage exposure. It pivots to safer assets when fear spikes and aims to protect against stock-market declines rather than chase gains in equities.

How it works in plain language: 1) Every trading day, the system looks for assets that tend to do well when stocks fall (gold, Treasuries, silver, oil, and certain volatility-related exposures). 2) It runs two parallel decision paths (Bear Instance 1 and Bear Instance 2) that use different momentum and volatility screens to rank candidates. 3) Each path picks roughly one asset from several small groups, using momentum (recent price trends) and volatility filters to pick the strongest candidates. 4) Within those groups, weights are assigned mostly equally (cash-equal), but some sub-picks weight toward assets with lower volatility (inverse-vol weighting) to damp risk. 5) A risk-check using volatility/volatility-related signals (including VIX proxies and RSI thresholds) can push the allocation toward safer assets (like Treasuries or gold) if fear is high or avoid riskier levered equity bets. 6) The result is a small portfolio (often 1–4 positions) composed of hedges rather than typical stock exposures, designed to perform reasonably as a hedge when the market falls. It rebalances daily to reflect new signals. The exact asset list includes GLD, TLT, SLV, USO, UVXY, IEF, and occasionally leveraged equity ETFs (like TQQQ, SOXL) used only under specific risk conditions.

Bear-leaning hedge with negative SPY beta (-0.80) and risk controls. OOS return ~11.2% vs SPY ~22.4%; Sharpe ~0.49, Calmar ~0.20; max drawdown ~55% vs ~16%. Diversifies and guards against downturns for risk-aware investors.