A daily, hedged-equity strategy that pairs sector/stock rotation with a dynamic volatility hedge (VIXY/VIXM/SHV). It uses RSI-like rules to scale hedges up during spikes, and rotates into the strongest equity groups against KMLM-based screens, with occasional leveraged variants.

- Start with full equity exposure in a hedged sleeve. - Use a volatility hedge mix (VIXY, VIXM, SHV) that scales up or down based on simple momentum signals (RSI-style tests) of VIX-related instruments. Very high volatility pushes you toward more VIXY + SHV; medium/high volatility uses a mix with more VIXM; low volatility reduces hedges and emphasizes equity exposure. - Independently, run a short-horizon sector/asset rotation: compare SPY, XLK, SMH, HYD against a benchmark (KMLM) using a 10-day window and select the top asset groups to hold, applying a strict top-N filter to keep exposure focused on the leaders. - The strategy includes multiple variant branches that sometimes incorporate leveraged exposure (like TQQQ) against the hedged framework, adding upside potential but higher risk. All decisions are evaluated daily and rebalanced accordingly. - The whole framework sits on an asset mix: equities (broad market and sector funds), volatility hedges (VIXY/VIXM), and safety (SHV). The objective is capital protection during volatility spikes while not abandoning upside potential when markets co-operate.

Dynamic hedged equity with volatility hedges and sector rotation. Out-of-sample return ~13.3%, Calmar ~2.03, Sharpe ~0.93, beta ~0.09, max drawdown ~6.6%—about half SPY's drawdown—offering protection with upside vs the S&P.