A daily, rules-based rotation across equities, volatility hedges, and cash/bonds. It uses momentum and volatility signals to decide when to tilt toward levered stock baskets (eg, TQQQ, SPXL, TECL) or toward hedges (UVXY family) and ballast (BIL/SHV, TLT). The KMLM Switch module guides top/bottom picker logic, aiming to grow during favorable regimes and protect capital during turbulence.

- It runs every day and scans a large network of conditions that mix price momentum, volatility signals, and regime checks. - Momentum signals are derived from moving-average price comparisons and relative-strength indices (RSI) over short (10- or 21-day) and longer windows. These help decide if equities should be leaned into or if protection is needed. - The system often selects top or bottom sets of leveraged equity ideas (example: TQQQ, SPXL, TECL as leaders; SQQQ, PSQ as weaker options) using a short-term ranking and a “group” approach that filters and weights several candidates based on recent performance and risk metrics. - A separate volatility module uses UVXY, UVIX, VIXY, and VIXM to decide whether to hedge or to run more defensively. When volatility signals are strong, the strategy shifts toward hedges or lower-risk legs and even adds VIX-related proxies in place of pure equity bets. - Cash and short Treasuries (BIL, SHV) serve as ballast to reduce drawdowns and to provide dry powder for opportunistic buys during dips. - The KMLM Switch block is a dedicated switching/selector segment that changes which stock/bond/volatility combinations are considered “Top 3” or “Bottom 3” based on the current signals, effectively rotating the portfolio’s risk posture among several discreet sub-strategies (Bullish, Bearish, and Volatility-driven regimes). - The strategy applies explicit risk gates (for example, RSI thresholds, price relative to SPY/QQQ, and moving-average comparisons) to avoid buying into overbought extremes and to pull back when signals diverge. - The end result is a daily, rebalanced basket that tends to “buy the dips and sell the rips” through a hierarchy of asset groups, with weighted exposure that favors growth-oriented, levered equity clusters in favorable regimes and pivots to hedges and cash when conditions deteriorate.

Out-of-sample: ~28.3% annualized return vs ~27% for the S&P, with Calmar ~3.63 and beta ~0.51—lower market risk and stronger risk-adjusted growth from a dynamic mix of leveraged equities, hedges, and ballast.