A daily, rule-based, multi-asset rotation system that shifts among stocks, bonds, gold, currencies, and hedges using momentum, price vs. moving averages, and risk controls to chase growth in bull regimes and protect capital in downturns.

- The system runs daily: it looks across a broad set of assets (stocks, bonds, gold, currencies, volatility hedges). - It first narrows candidates by ranking recent volatility-adjusted performance and picks the top 2 assets as initial candidates. - A large decision tree then decides which group to follow (Bull Market, Dip Buy, Bear Market Protection, IRA, Monthly Rotator, etc.). - Within each group, a nest of conditions using RSI, price vs moving averages, and returns determines if and how you invest (which asset, and with what weight). - The engine uses both momentum signals (RSI, moving averages, cumulative/average returns) and risk controls (drawdowns, regime checks) to switch between aggressive (leveraged growth) and defensive (bonds, hedges) postures. - The final allocation on any given day is a weighted mix drawn from the chosen group, with weights shown as fractions (e.g., 50/100, 100/100). Some regimes push heavy allocations into specific leveraged tech ETFs (e.g., SOXL, TECL, TQQQ) when momentum looks strong; others favor hedges or cash when risk-off signals prevail (e.g., VIX-related products, PSQ, SQQQ, SHV, IEF). - Several sub-strategies exist to address different macro themes: short-term dip buying, long-term macro momentum in Treasuries (TLT/IEF/SHY), commodities (DBC), and even global market scenarios (e.g., “Panic Path” risk-off box or “Commander BND Monthly” risk-on/risk-off rotation). - The design emphasizes regime-appropriate exposure: during bullish regimes, risk-on assets and leveraged exposures are favored; during risk-off regimes, hedges and high-quality bonds are emphasized to limit drawdowns. - The approach is backtested on historical data (not a guarantee of future results) and requires careful handling of data quality, liquidity, and execution assumptions. - Overall, the strategy seeks to capture upside in favorable markets while containing losses through diversified hedges and structured risk controls.

Out-of-sample, targets ~41% annualized return vs ~21% for the S&P, using daily regime-based rotation across stocks, bonds, gold, and hedges. Seeks bigger upside with built-in risk controls to limit losses.