A defensive, signal-driven multi-asset strategy anchored in cash (BIL) with layered hedges (inverse-vol, leveraged ETFs, dividend ETFs) and a trend/momentum filter; adds an inverse-QQQ hedge (SQQQ) on downtrends, and uses RSI/moving-average signals to switch between capital preservation and hedged upside potential.

- Core capital sits in BIL, a short-term treasury ETF, to preserve liquidity and limit drawdowns. In the SFV Base block, 97.39 of 100 parts are allocated to BIL, anchoring the portfolio. - A second tier uses inverse-vol style hedges to dampen risk: assets like TQQQ, SOXL, SPXL are included with a combined hedge weight of 0.386 (per the block) and are evaluated over a 69-day window to gauge volatility. - A third tier adds broad market hedge exposure to SMH, IWM, SPY, QQQ with a 0.61 weight and a 30-day window, aiming to capture diversification against sector/market spikes. - A fourth tier adds dividend-income exposure via JEPI and SCHD with a 1.61 weight and a 30-day window, seeking more stable income-like exposure when risk is elevated but markets are not deeply negative. - A trend-triggered hedge uses SQQQ (Inverse QQQ) only when a moving-average test on QQQ indicates a downtrend (20-day MA < 100-day MA). If this condition is true, SQQQ is added as an additional protective layer; otherwise the SFV Base remains the fallback. - Momentum signals (RSI) on QQQ (window 4 days) and SPY (windows 5, 10, 15 days) gate whether to push more into hedges or revert to base holdings. For example, certain RSI thresholds (e.g., QQQ RSI ≥ 60 on a 4-day horizon, SPY RSI ≥ 50 on a 5-day horizon, etc.) trigger subsequent branches that mix in the levered/inverse assets and dividend ETFs. - The system uses a combination of RSI thresholds and moving-average rules to switch between risk-on (more broad hedges/dividends) and risk-off (larger cash+short-term treasury emphasis) postures. - Rebalancing is set to none by default, but a 0.2 rebalance corridor width is defined, suggesting occasional adjustments rather than constant trading. - The overall aim is to protect capital during risk-off periods while still offering some upside potential through selective hedging and income-focused equities, with risk carefully managed via volatility-aware weights and time-window lookbacks.

Out-of-sample: ~30% annualized return vs ~22% for the S&P, beta ~0.5, Calmar ~1.60, and ~19% max drawdown. A cash-core, hedged strategy delivering higher upside with better risk-adjusted growth than the S&P 500.