A levered, All-Weather–inspired, multi-asset strategy with volatility-based hedging and short positions designed to outperform the S&P 500 over the long run, while staying K-1 free and using diversified, liquid ETFs.

All-Weather-inspired framework with four buckets: equities, bonds, commodities, and a crash-protection module. The system scores various ETFs (mostly liquid, tax-friendly options) using momentum and volatility signals. When signals align, it tilts capital toward riskier, higher-return assets (levered long ETFs). When volatility spikes or momentum falters, it shifts toward hedges and safer assets (shorts, inverse exposure, or less volatile bonds). The volatility switch and RSI/moving-average checks govern how aggressively to allocate to each bucket, with daily rebalancing to keep the target exposure in line. The goal is to maintain diversified risk while seeking to outpace the S&P 500 over time, all while avoiding K-1 complications.

Out-of-sample, this levered All-Weather strategy outperforms the S&P with higher upside and lower risk: 35.1% vs 23.5% annualized; max drawdown 9.5% vs 18.8%; Calmar ~3.7. Daily rebalancing, hedges, and K-1 free.