A levered, multi-asset, all-weather approach that rotates among equities, bonds, commodities, and volatility hedges to try to perform in any market, with the goal of beating the S&P 500 over the long run.

It spreads money across major asset classes (stocks, bonds, commodities/real assets) and uses leverage and short positions to boost returns. The system watches many assets with simple signals (like moving-average comparisons and momentum cues) and then rotates toward or away from equities, bonds, and volatility hedges. When market stress rises (detected via VIX-linked signals and related RSI readings), the model shifts into hedges and high-quality bonds; when risk ease returns, it tilts back toward equities, sometimes using levered index ETFs to amplify gains. The approach is designed to be tax-efficient and to avoid K-1 reporting, but it is complex and requires careful management due to the use of leverage and volatility-based instruments like UVXY, VIX-related funds, and leveraged equity/bond ETFs.

All-weather, multi-asset strategy with volatility hedges and rotations. Out-of-sample drawdown 15.6% vs 18.8%, Calmar ~1.32, and strong risk-adjusted returns—steadier, tax-efficient growth versus the S&P 500.