A volatility-weighted, multi-asset momentum screen that selects crypto, tech/stock, and commodity exposures using price, moving averages, and RSI signals, then weights chosen assets by inverse volatility and defaults to cash (BIL) if signals aren’t favorable; limited, not frequent rebalancing.

- The system screens many assets (stocks, crypto-related ETFs, commodity ETFs) using a multi-layer rule book. - It starts with an inverse-volatility weighting idea: assets with steadier prices get larger weights; more volatile assets get smaller weights. - For each asset, it checks price vs moving averages and momentum indicators (like RSI) over various time windows (short to long). RSI is a measure of recent price strength; high values suggest the asset may be overbought, low values suggest potential for upside. Thresholds like RSI < 90 or RSI < 75 are used to avoid overly stretched price moves. - If an asset passes the tests, it is considered for inclusion. If it doesn’t, the strategy moves on to the next test or asset. - If one or more assets pass, they are combined into a portfolio with weights inverse to their volatility (steadier assets weigh more). - If none pass, the strategy shifts to a cash-like placeholder (BIL – a short-term U.S. government bond ETF) to keep risk low. - Rebalancing is not triggered frequently in this setup; there is a 0.02 corridor width that likely governs how much weight can drift before an adjustment is made. - The asset set includes both familiar tickers (AAPL, COIN, BITO) and less-popular or ETF-based exposures (WULF, HUT, IREN, KOLD, GBTC, KOLD, BIL, etc.), giving a blend of high-growth, crypto/tech exposure and commodity/energy exposure, with cash as a safety net.

Diversified, volatility-aware multi-asset strategy (stocks, crypto, commodities) with inverse-vol weighting and a cash buffer. In out-of-sample tests it offers a distinct risk/return profile and positive risk-adjusted metrics, complementing the S&P 500.