A rule-based, multi-asset rotation that selectively buys the top-performing leveraged stock themes or hedges, using RSI and momentum tests, with cash-like safety bets (BIL, Treasuries, gold) to ride uptrends and protect against downturns.

A hierarchical, rule-based system surveys a large set of assets (stocks, bonds, commodities, currencies, and volatility hedges). It tests momentum and trend signals over multiple windows, ranks candidates within themed groups, and selects the best one(s) to own. Capital is allocated in a cash-equivalent manner to the chosen assets, with a bias toward risk-off when volatility spikes or trends weaken. When conditions are favorable, it tilts toward leveraged stock/theme bets; when conditions deteriorate, it shifts toward cash proxies (BIL), Treasuries, gold, or other hedges. The decision logic combines RSI-like momentum tests, moving-average comparisons, and volatility checks to drive a rotation rather than a fixed buy-hold approach.

Out-of-sample annualized return 22.09% vs SPY 21.78%, with far smaller drawdowns (2.19% vs 18.76%) and Calmar ~1010. Positive alpha (~0.29%). A rule-based, multi-asset rotation that captures upside and protects downside.