A daily, multi-regime, rule-driven allocation that switches between levered tech, volatility hedges, shorts, and cash/bonds to chase upside while trying to guard against volatility shocks.

Daily, rule-based engine scans a wide ETF universe. It computes momentum and risk signals (relative strength index, moving averages, cumulative returns, max drawdown, volatility) for each asset. It groups assets into regimes (e.g., Normal market, Bearish, Volatile market) and chooses one or more assets to hold with defined weights (often 100% to a single asset, sometimes splits like 85/15). A meta switch (KMLM switcher) selects among TECL (levered tech), SVIX (volatility hedge), or Shorts depending on XLK vs KMLM momentum cues. Cash and bond proxies (BIL, IEF, BND, TMF) are used to damp risk when signals deteriorate. Rebalances happen daily, and the design includes many protective filters (e.g., moving-average tests, standard deviation checks, drawdown thresholds) intended to avoid buying into overbought or overly risky setups.

Adaptive, rule-based strategy that shifts across regimes to chase upside while cushioning shocks. Out-of-sample: ~63.7% annualized return vs ~18.5% for the S&P, Sharpe ~1.54 vs ~1.04, Calmar ~2.05. Uses hedges and cash/bonds for risk control.