A dynamic, multi-asset strategy that mixes growth bets with hedges (volatility, gold, dollar, bonds) and momentum signals. It tilts between aggressive, leveraged stock exposure and protective positions to seek growth in good times while trying to cushion losses in storms.

It spreads money across several large groups: volatility hedges (betting on rising market uncertainty), beta hedges (anti-beta or risk-reducing positions), trend/momentum bets (leveraged stock exposure when markets look strong), fiat substitutes (gold, dollar, commodity exposure), and secular growth assets (a mix of growth-oriented stocks with conditional tilts between risk-on and risk-off). Within each group, it uses simple tests (like whether a short-term momentum indicator is above/below a threshold, or whether a stock/ETF’s price is above recent averages) to decide what to buy, hold, or switch to. When conditions are favorable, it tilts toward aggressive, leveraged stock bets (e.g., 3x exposure to tech or broad indices). When conditions weaken, it shifts into hedges like UVXY (volatility), gold, or dollar exposure and into safer bond positions. The result is a dynamic, diversified mosaic intended to capture upside in good markets while dampening losses in bad ones. “DEMAMO” and “COMMO” refer to volatility-hedge and commodity-momentum components that are part of the overall mix. In plain terms: the strategy tries to own the things that go up with growth but also owns things that tend to do well when things get riskier or when inflation/rates move, and it keeps swapping among them based on recent price behavior.

Out-of-sample: Sharpe 1.79 vs 1.41, annual return 31.9% vs 22.5%, drawdown 13.8% vs 18.8%, beta ~0.84. A hedged, momentum-driven approach that beats the S&P 500 on risk-adjusted terms.