A daily, rule-based ETF allocator blending leveraged bets, hedges, and cash across multiple sub-models; uses moving averages, momentum/RSI signals, and a KMLM anchor in its core Holy Grail to tilt between risk-on and risk-off assets depending on regime signals.

- It runs every day and splits capital into several groups that each follow its own rules. - Group 1 (TINA) tends to lean into tech/QQQ exposures but uses hedges and opportunistic levered bets. It can switch to PSQ (short QQQ) or to levered long QQQ (TQQQ) depending on recent performance and momentum signals, and it will fall back to short-term Treasuries if risk signals are high. - Group 2 (TMF Momentum) focuses on longer-duration bonds and related risk hedges, using signals like RSI, moving averages, and a bundle of Treasury-related and volatility assets to tilt toward or away from riskier bets. - Group 3 (TMV Momentum) is a defensive tilt that leans on Treasuries and hedges, using RSI and price signals to decide when to add exposure to long-bond proxies or shift into cash/safer bonds. - Group 4 (Four Corners | No Leverage) is a no-leverage diversification block that uses a mix of assets and a variety of screening signals (RSI, relative strength, moving averages) to pick a balanced, non-levered set of ETFs, sometimes filtering for the strongest risk-adjusted performers and occasionally selecting a single asset via a top-k or filter rule. - Group 5 (The Holy Grail with 20D KMLM) is the core, KMLM-based rule set. It uses KMLM as the anchor for the current market posture and then applies a cascade of signals (RSI on QQQ or related proxies, price relative to KMLM’s 20-day moving average, and momentum screens on QQQ/TQQQ/PSQ) to decide whether to tilt into a leveraged long (TQQQ, TECL, SOXL) or a hedged/defensive asset (PSQ, UVXY, SL) or into cash. The 20-day moving average on KMLM serves as a short-to-mid-term trend gate, with additional checks like the QQQ RSI and price relationships guiding the exact tilt. - The assets include a mix of major index/exposure ETFs, sector and thematic plays, fixed income, gold, and volatility products. Some positions are highly leveraged (3x or inverse), while others are plain-vanilla ETFs; the design expects rhythmical rebalancing and risk-aware position sizing at the group level. - The entire system is labeled as daily rebalance with an equity focus at root, so it aims to adjust exposure quickly to shifting regimes but within a controlled framework of predefined rules. - In short, the strategy is a layered, rule-driven attempt to capture upside in favorable markets with selected leveraged exposures, while opportunistically hedging and stepping into safer assets when signals turn cautious or adverse.

Dynamic, rules-based ETF allocator across 5 groups with hedges and leverage, daily rebalanced to adapt to regimes. Out-of-sample: ~12.8%/yr, Calmar 0.83, max drawdown 15.45%. A diversified, risk-managed complement to SPY.