A daily-rebalanced, multi-asset momentum system that blends energy/commodities bets with precious metals, bonds, and broad equities, while using volatility, dollar, and gold hedges to limit drawdowns. It’s designed as a network of themed blocks that vote on exposure, with risk-controls steering money into hedges when signals worsen.

- Every day the system runs a decision process that decides which blocks to fund and by how much. - Each block looks at recent price behavior to decide if its bets are likely to pay off. Some blocks pick the strongest performers, others check if price is above a moving average, or if a momentum signal (like RSI) looks extreme. - If risk is judged to be high (for example, volatility spikes or a drawdown threshold is crossed), the system shifts money into hedges such as UVXY (volatility), GLD (gold), UUP (a dollar bet), or BTAL (a hedged equity mix), and away from risk-on bets. - The energy and commodity blocks (Natural Gas, Clean Energy, Oil, etc.) select a mix of ETFs that proxy those themes, sometimes choosing the top two performers by momentum and weighted to the size of the block. - Treasury and bond-related bets (TMF/TMV/IEF/SHY) are used to add defensive/balanced exposure depending on signal strength. - The blocks have explicit weights, sometimes split across sub-lines (e.g., “Energy Momentum V3” may be fully invested in a sub-group, or split among several). Some blocks explicitly filter for top names by moving-average-return or RSI thresholds, while others use predefined weight splits (e.g., 25/100 to one sub-block). - The overall plan seeks a negative correlation to typical equity drawdowns while maintaining upside capture by relying on diversified, signal-driven bets across energy, gold, bonds, volatility hedges, and risk-on assets. Note: RSI explained simply means a momentum-related gauge; values higher than a threshold indicate stronger recent moves and can trigger hedging or changes in exposure in this strategy.

OOS edge: ~39% annualized return vs SPY ~27%; Sharpe ~3.23; max drawdown ~2.93% vs ~5.07%; Calmar ~13.37. Diversified hedged momentum across energy/gold/bonds offers stronger risk-adjusted upside vs the S&P.