A rule-based, multi-asset system that toggles between risk-on and risk-off bets using momentum, volatility, and drawdown signals, prioritizing K-1 free funds and avoiding routine rebalancing.

It watches several signals (momentum, volatility, drawdown, and relative strength) over multiple lookbacks. Based on which signals are strongest, it selects a small set of assets from a large pool and assigns weights to create either a risk-on tilt (more aggressive bets like TQQQ/SOXL) or a risk-off tilt (defensive assets, cash, and hedges like SQQQ/TBF/TLT). There are separate pools for aggressive bets, defensive mixes, and a safety-first basket; assets are chosen using top/bottom sorts and specific criteria (e.g., moving-average conditions, RSI thresholds, maximum drawdown). The system blends these choices into a composite portfolio with prescribed weights, and because rebalance is set to none, it relies on the internal rule changes to adjust exposures rather than periodic rebalancing. It favors K-1 free ETFs in its safer bucket to simplify taxes.

Rule-based, multi-asset RoRoGoGo shifts risk-on/off to protect capital. Out-of-sample drawdown 13.6% vs SPY 18.8%; Calmar ~0.72 and low beta. Tax-efficient, no-rebalance design that complements the S&P 500, with solid risk-adjusted control.