A daily, cash-equal, multi-sleeve strategy that uses RSI momentum to pick one asset per sleeve (Staples, KMLM, BRDY, Four Corners) and adds volatility/bond hedges when risk is high; final overlay emphasizes simple risk controls.

- The strategy is built from several sleeves (groups): Staples, KMLM, BRDY, Four Corners No Leverage, and a Simple Indicators overlay. Each sleeve ends up with a single asset chosen from a small pair or set. - For each asset in a sleeve, a momentum score is computed using RSI over a window (commonly 10 days; longer windows appear in nested logic). - Each sleeve uses a top/bottom selector to pick the best candidate (or worst, depending on the rule) and then allocates capital equally among the assets chosen in that sleeve (cash-equal weighting). - Some sleeves include conditional hedges that tilt toward volatility (via VIXY) or bond proxies (TLT, BTAL, BIL) when momentum/RSI tests indicate risk is rising or when certain thresholds are met. - The final overlay (Simple Indicators) guides the overall risk posture and helps manage drawdown by selecting among scenarios like bull, mild bull, bear, etc. - The whole system rebalances daily, so positions are refreshed each trading day based on the latest signals. - Tickers involved span widely used ETFs and sector/product proxies (XLP, VBF, KMLM, XLK, SPY, QQQ, IO O, BIL, TLT, VIXY, BTAL), giving exposure to consumer staples, bonds, technology, broad equities, volatility, and managed-futures-like themes. - In plain terms: you’re not just betting on one market. you’re running several small bets in parallel, picking the best momentum from each group, and adding hedges when risk signals suggest volatility could spike. Bottom line for a layperson: This is a disciplined, rules-based approach that tries to balance returns across different parts of the market while keeping risk in check by using hedges when volatility is rising. It’s a daily-rebalanced, diversified toolkit rather than a single-market bet.

Multi-sleeve, rules-based momentum strategy with hedges and daily rebalancing. Out-of-sample Calmar ~2.33 and beta ~0.6 indicate stronger downside protection and lower market correlation than the S&P 500, for steadier risk-adjusted gains.