A daily, regime-aware, multi-asset system that blends equity baskets (including Leveraged ones), bonds, commodities, USD and gold. It uses momentum and moving-average signals to rank and pick top assets, with built-in risk-off rules and scenario overlays to reduce drawdown. It diversifies timing rules across many lookback windows and rulesets (Pareto, canaries, Voxed windows) and rebalances every day.

Think of it as a big decision map that runs every day. It looks at many ETFs that cover stocks, bonds, commodities, gold, and cash proxies. The system splits into two broad moods: risk-on (more stock/equity exposure) and risk-off (safer bonds, cash, dollar strength, gold). Depending on momentum signals (how stocks have been performing lately) and volatility cues (using RSI-like checks and VIX proxies), it picks the best performers within each basket, ranks them by recent returns, and buys the top few. There are separate baskets for leveraged stock plays (the “Leveraged Risk On Basket” with 3x ETFs) and for safer bets (bonds, T-bills, USD, gold, etc.). The 50/200-day cross, moving-average trends, and short-term momentum screens the entries. There are scenariolike overlays (e.g., “Fed is cutting rates”) which tilt toward risk-off assets. The structure uses a lot of nested groupings and “canary” rules to test ideas without fully committing, and it rebalances daily to adapt as conditions change. In short: it tries to ride upward trends with leverage when the environment is favorable, while pulling back to safer assets when signals warn of risk, using many different checks to avoid overfitting to any one rule.

This strategy targets higher out-of-sample gains (~34% annualized) with lower market beta (~0.92) and strong risk-adjusted returns (Sharpe ~1.35, Calmar ~1.02) versus the S&P 500. A regime-aware, multi-asset approach rides uptrends while adding risk controls to protect capital.