A multi-asset rotation that combines a BTC-related short-m momentum pick, a volatility-hedged frontrunner rotation, and a KMLM managed-futures switcher, all with equal-weight exposure within active blocks and rare, rules-based rebalancing.

- Start with cash and a pool of candidate assets. - BTC pool: among CONL, BITX, MSTR, compute 3-day momentum and pick the worst performer to allocate 1 asset to (equal-weight inside this pick). - Frontrunner/risk module: use RSI momentum on UVXY and other signals to decide if and when to add volatility hedges (UVXY, VIX proxies) and how to scale into a frontrunner group (e.g., BTAL, SHV, LABU, SOXL, TECL, SPXL blocks). - KMLM switcher: run a dedicated rotation that evaluates KMLM against other assets using standard-deviation ranking and momentum rules to decide inclusion. - Combine the three blocks into one portfolio: Select BTC-related asset, Scale-In Frontrunner assets, and KMLM exposure, then allocate cash approximately evenly across the active picks within each block. - Rebalance only when rules trigger (rebalance corridor of 0.05, otherwise no calendar-based rebalancing). - The strategy leans on momentum (short windows), volatility hedges (UVXY, VIX proxies), and trend-following futures exposure (KMLM) to diversify sources of return and manage downside risk.

Out-of-sample, this strategy targets higher upside than the S&P: ~27.2% annualized vs ~23.1% for SPY, via BTC-like momentum, volatility hedges, and a managed-futures rotation. Rare, rules-based rebalancing adds discipline and diversification.