A daily, rule-based portfolio designed to minimize volatility. It hedges equity risk with volatility ETFs, uses cash/BIL and TMF for ballast, and rotates among risk-on, volatility/bear, and bond blocks using momentum and drawdown screens to limit losses while preserving upside when conditions improve.

Every day the model runs a set of rules to decide what to own and how much. It combines cash with a large pool of ETFs, emphasizing volatility hedges (UVXY, UVIX, VIXY) to guard against turbulence, plus ballast like BIL/T-Bill funds and TMF. Signals come from momentum ideas and trend strength (moving averages and RSI). It rotates among groups (risk-on, bear/volatility, bonds) and picks top candidates via volatility and drawdown screens to minimize losses in sharp down markets while staying invested when risk eases.

Out-of-sample, this strategy delivers higher risk-adjusted returns than the S&P: ~50% annualized vs ~24%, Sharpe ~3.0 vs ~2.05, and Calmar ~8. It’s less market-sensitive (beta ~0.72) and uses volatility hedges to pursue upside while curbing losses.