A daily-rebalanced, multi-asset strategy with a BTC/crypto tilt. It picks a few crypto ETFs and related assets via layered momentum/risk signals, allocates weights to top picks, and uses hedges (VXX, cash proxies) and tax-aware variants (No K-1, wash-sale edition) to manage risk and tax implications. It’s complex, dynamic, and designed to chase crypto upside while staying hedged.

- Every day, the engine weighs volatility risk (90-day inverse volatility) to set a risk baseline. - It ranked many assets (crypto ETFs like BITO, BITQ, BITS, BTF, BITF and crypto equities) plus traditional assets (BIL, SPY/QQQ, VXX, etc.). It then selects a small set of top candidates (e.g., 3) to hold today, using signals like moving-average returns over short windows (e.g., 7–10 days) and other performance metrics. - It uses several layers of decision trees: if a security’s short-term momentum or trend is strong (moving-average-price signal), allocate; otherwise favor cash or hedges. It also uses risk screens (standard deviation of returns, RSI-style readings such as “overbought” thresholds around 80) to adjust exposure and hedge via VXX or move into cash-like instruments (BIL). - The portfolio is split into blocks or “Adventures,” each with its own weighting, sometimes in a wash-sale edition to avoid triggering wash-sale rules when substituting assets. - There are also variants like “No K-1” ETFs to reduce tax reporting complexity. - The overall allocation sums to 100%, and the daily rebalance updates weights and holdings. The aim is to stay invested in BTC/crypto exposure while using hedges and diversifiers to reduce risk, and to apply tax-conscious substitutions when appropriate. - In short: a daily, multi-asset, signal-driven allocation with a crypto tilt, hedges for risk, and tax-aware variants.

Out-of-sample annualized return ~46.6% vs S&P ~21.8%, with Calmar ~1.42 and Sharpe ~1.15. A crypto-tilt, hedge-enabled, tax-aware strategy offering higher upside with controlled risk vs the S&P.