A dense, rules-based rotation system anchored on KMLM, using RSI momentum and UVXY-era gating to pick a single best KMLM-based move (with long/short hedges) and equal-weighted allocations across selected assets. Backtest-like numbers are shown but carry typical caveats.

This is a rules-based rotation system that searches for a dominant KMLM-driven setup. It checks momentum in several assets (often UVXY as a volatility proxy, plus growth/tech and market proxies) using a 10-day RSI. If large momentum is detected (RSI above thresholds like 79), it proceeds to a cascade of further checks across related assets. When multiple momentum gates line up, the system allocates capital evenly to a selected group (often a single KMLM-based idea or a small Long/Short rotator). The “Single Popped KMLM” and “KMLM switcher” labels describe the mechanism that identifies a single best KMLM-based rotation to own. The longest wings of the logic rely on a series of nested “if” blocks that progressively filter candidates by momentum and other criteria, finally landing on a tiny, dominant exposure for the next period. The “Long/Short Rotator” adds hedging by combining long bets in some equities/sector proxies with short or hedging exposures in volatility-related or inverse assets. The end result is a rolling candidate set where, at each decision point, you either stay in cash, rotate into UVXY-related hedges, or push into a KMLM-led set of positions, with the weights kept equal across the active picks. In short, it’s a complex, scripted decision tree that tries to time trends and volatility to pick a single best vehicle (KMLM-based) while keeping risk modest via equal-weighting and hedges. The backtest-like labels (BT AR 466%, DD 22%) reflect historical performance metrics around these switches, but they should not be read as guaranteed future results because parameter choices, market regime, and data-snooping can heavily influence outcomes.

Systematic KMLM-based rotation with built-in hedges aims to diversify core equity risk. In out-of-sample tests it delivered ~16% annualized return with a 0.58 Sharpe and notable volatility, offering a complementary sleeve to the S&P 500.