A risk-aware, KMLM-driven rotation system that blends momentum, hedging, and limited leverage to focus on staying invested when trends are favorable while protecting capital with volatility and bond hedges. It switches between a leveraged rotation and a wide long/short rotation, with strict leverage rules (no leverage unless price above 200-day MA) and a Four Corners/Slow Asymptote structure for risk control.

- The system watches a broad set of ETFs (stocks, sectors, volatility, bonds, dollar) and computes momentum signals (based on short-term RSI and other momentum checks). - A KMLM-based switcher decides which rotation path to run (focused leveraged rotation vs. broader long/short rotation). - Leverage is limited: normal posture is no leverage; up to 2x leverage only when the price is above the 200-day moving average. - Hedge components (VIXY, VIXM, SVIX, TLT, BIL, UUP) are used to protect against volatility spikes and regime shifts; core equity exposure (SPY, QQQ, XLK, XLP, SPXL/TECL/SOXL in some paths) is pursued when momentum supports it. - Selection rules filter and weight assets, often using bottom/select-n or top/select-n logic based on volatility, RSI windows, and relative strength versus benchmarks like SPY or QQQ. - The architecture is composed of nested groups (Four Corners, Slow Asymptote, KMLM switcher) to balance risk and opportunity, with explicit structure for how much capital each group holds when signals are favorable. - The practical effect is a responsive, diversified, risk-aware portfolio that shifts among equities, sectors, volatility hedges, leveraged equities, and currency exposure based on quantitative momentum and volatility signals.

Out-of-sample, this risk-managed rotation shows strong risk-adjusted results: max drawdown 4.98% vs SPY 6.33%, Calmar 4.83, Sharpe 1.53. Returns are lower (24.1% vs 53.9%), but the path is steadier with downside protection.