A complex, rule-based multi-asset rotation that uses KMLM as a core switcher to allocate among leveraged tech bets, hedges, and defensive assets. It aims to capture upside in favorable markets while limiting drawdowns in adverse regimes, trading across equities, bonds, volatility, gold, and currencies to keep risk in check.

- It is a layered, rule-based rotation system that picks among many ETFs and futures-like exposures. - A KMLM-driven switcher core determines which broad rotation to run (e.g., a 3x long tech tilt, a long/short rotation, or a defensive ballast). - Signals are mainly momentum-based (relative strength, moving averages, and return metrics) measured over short to medium windows (days to weeks). - When momentum is strong, the system may tilt into aggressive, leveraged exposures like TECL (3x tech) and SOXL (3x semis) for upside. - When momentum wanes or volatility rises, it shifts into hedges and ballast such as VIXY (volatility), TLT or BIL (bonds/cash equivalents) to reduce drawdowns. - There are thematic sub-rotations (Gold vs Utilities, Foreign vs US, Gold miners, etc.) that offer diversification and inflation/defensive tilts. - Cash-like positioning (e.g., cash-equal blocks, BIL, etc.) is used to diversify risk and provide liquidity. - The design uses a mix of trend and momentum checks with an explicit weighting framework, sometimes allocating a fixed “weight” to certain branches; this yields a dynamic, regime-dependent allocation. - Overall goal: deliver growth when regimes favor risk-on exposures while avoiding large losses in risk-off regimes, so you can “sleep at night.”

Out-of-sample, this rule-based rotation delivers strong risk-adjusted upside: Calmar 2.48, drawdown 11.2% vs SPY 13.7%, and beta ~0.94. It blends leveraged tech bets with hedges to chase gains while reducing losses, unlike plain S&P exposure.