A complex, rule-based rotation among leveraged stock baskets and bond/volatility hedges, driven by RSI, moving averages, and momentum signals to pick and weight assets. It includes a volatility-hedging twist (UVXY replaced by SOXS) and multiple sub-strategies (Four Corners, Holy Grail variants, WAMCore) that tilt between growth and safety depending on market signals. This is a multi-asset, momentum-driven hedging system with no single fixed rebalance cadence.

The strategy is built from many little decision trees that pick from a universe of ETFs. At a high level, it tries to ride uptrends in leveraged stock ETFs (e.g., 3x Nasdaq/Tech or S&P bets), while also having hedges (bonds, Treasuries, short volatility) when risk rises. The rules use momentum indicators (RSI), price versus moving averages, and recent performance (cumulative returns) to decide which basket to own and how to weight the assets inside that basket. A recurring theme is switching away from very volatile names when momentum looks short-term weak or volatility is high, and favoring bonds when risk appears elevated. There is a specific intent to replace UVXY exposure with SOXS in one line of logic, suggesting a dislike for extreme volatility proxies in that arm. The design is granular and modular: it contains multiple named sub-strategies (e.g., Four Corners, Holy Grail variants, WAMCore, TQQQ For The Long Term variants) each with their own signal logic. The overall rebalance cadence is set to none, implying that external triggers or periodic checks elsewhere would be needed to actually trade. The compound structure uses several layers of signals (RSI windows from short to long, moving-average price checks with various lookbacks, cumulative return checks over windows like 1, 6, 10, 20, 60, 200 days, and bond-term signals over 10–60–200 days) to decide not only which assets to own but also how to weight them (e.g., 30/70, 70/30, 80/20 in different baskets). It also employs risk controls like “mean-reversion” in bonds, “max drawdown” checks, and a preference for safer bond proxies (BIL, IEF, BND, TMF, TLT) under certain conditions. The strategy is extremely sensitive to how RSI and price versus moving average interact; in many branches, signals are triggered when RSI crosses certain thresholds (e.g., >79 or <31) and when prices are above or below a moving-average (e.g., 200 days). In plain terms, if the market looks strong and risk appetite is high, you’ll see allocations toward leveraged equity bets; if the market looks risky or volatile, you’ll see hedges or bond-like positions take the lead. The overall approach is to run multiple complementary rule-sets in parallel and then select among them based on momentum and risk signals. Important caveats: the code is extremely dense, uses leveraged and sometimes inverse ETFs (which magnify both gains and losses), and relies on many moving parts. Real-world performance would hinge on execution, slippage, and regime changes; backtests might overfit given the sheer number of conditional branches and bespoke thresholds. “Replace UVXY w/ SOXS” is a concrete risk-control tweak to avoid the most explosive volatility proxy in some arms. In short: it’s a highly hedged, multi-signal, multi-portfolio rotation system intended to chase growth in favorable regimes while preserving capital in adverse regimes, with a built-in preference for bond-related hedges when risk signals fire.

High-growth potential: out-of-sample return ~32.6% vs SPY 17.7%, Calmar ~1.09. A rule-based, multi-asset rotation with hedges seeks stronger compounding by riding uptrends while restricting risk—note downturn drawdowns can be larger.