A heavy, rule-based, multi-asset momentum and hedge strategy that rotates among sectors, bonds, commodities, and volatility bets. It uses moving-average momentum and RSI-like gates to pick top assets, applies fixed weights within groups, and blends leveraged assets with hedges to pursue gains in up markets while aiming to reduce risk in downturns.

- It scans a very wide set of assets (including energy, oil, solar, bonds, stocks and volatility-related ETFs) and splits them into themed groups. - Within each group, it uses momentum and trend rules (for example moving-average performance, RSI gates, and price comparisons over windows like 5–200 days) to rank assets. - It selects the top assets in each group and assigns weights (often 100% split among the chosen assets in that group). - It then combines all the groups into a single portfolio, effectively rotating among themes (e.g., energy/oil, tech/QQQ, bonds, commodities) while also holding hedges for volatility or downturns (UVXY/VIXY/VIXM, BIL for safety). - In many blocks it uses leveraged or inverse instruments (e.g., UPRO, TECL, SOXL, SQQQ) for amplified bets or hedging, and it uses hedges like BIL and VIX ETFs to reduce risk during drawdowns. - The rules are highly nested: inner nodes determine a micro-position and its weight, outer nodes form broader themes, and the root combines all themes into the final allocation. - The system emphasizes “universe reduction” (narrowing to certain sectors or themes) before applying momentum/RSI screening, then re-expands as signals allow. - The overall approach is dynamic and regime-aware: it tries to ride uptrends with momentum bets and switch to hedges or defense when signals indicate risk.

Out-of-sample: ~33.6% annualized return vs SPY ~17.5%, Sharpe ~1.11 (vs ~1.00) and Calmar ~1.74, with dynamic hedging and sector/asset rotation delivering higher risk-adjusted gains while drawdowns stay comparable to SPY.