A highly diversified, rule-based rotation strategy that uses momentum and trend signals to pick among a wide set of ETFs (including leveraged and inverse options), with a risk-managed overlay (safety assets, volatility hedges, and futures overlays) and a KMLM futures switch. The system constantly rotates toward the strongest themes while guarding capital.

What it does in plain language: - The strategy runs many small themes at once, each theme choosing which ETFs to buy or hold based on simple rules. - A theme’s decision uses signals like “is this ETF stronger than SPY over the last few weeks” (momentum) and “is its price above its recent trend” (trend checks). It also compares recent performance to other ETFs using a basic strength metric called RSI and moving averages. - If a theme passes its tests, the system puts money into that theme (often loading a full allocation to a single ETF within that theme). If not, it looks at other themes or keeps cash. - There are many layers to reduce risk: some blocks pick “safer” assets (gold, short-term Treasuries, dollar proxy), some blocks tilt toward lower-volatility or hedged bets (volatility ETFs and inverse/leveraged funds), and some blocks use a “long/short rotation” that tries to pick winners from paired exposures. - The plan also uses a KMLM futures overlay to shift exposure toward managed futures depending on market conditions. - The result is a diversified, constantly-shifted mix of equity, volatility, commodity, and fixed income exposures aimed at capturing upside trends while limiting drawdowns.

Out-of-sample, this multi-theme rotation targets big upside: ~51% annualized return vs SPY ~21%, with Calmar ~1.61 and Sharpe ~1.14. Diversified themes and risk overlays aim for stronger growth with disciplined risk control.