A complex, rule-driven, macro-tactical portfolio that rotates across stocks, bonds, commodities, and hedges. It uses momentum and mean-reversion signals, plus volatility hedges (like VIX products) to manage risk, while allocating across many ETFs to build a diversified, adaptive mix. The goal is growth with built-in downside protection through structured layering of assets and hedges.

- The system is organized as a set of blocks (groups) that represent broad asset classes (like Equities, Bonds, Commodities, Gold, Oil) and within each block there are sub-strategies (Momentum, Mean Reversion, Long/Short hedges). - Each block contributes a weighted amount to the total portfolio; blocks can be turned on/off or adjusted in weight to create a diversified, dynamic mix. - Signals drive decisions: momentum signals (which assets have rising prices or strong momentum) push weights toward leaders; mean-reversion or overbought/oversold signals may reduce exposure or flip to hedges. - A large number of tickers (fund codes) stand in for different funds/ETFs. Tickers like SPY, QQQ, XLK are common broad-market or sector plays; GLD and GDX cover gold; SVXY/UVXY/VIXY are volatility hedges; TMF/TMV are leveraged bond plays; SHV/SHY/BND cover various bond exposures; XLE/DBC/ICLN/SLV/XME cover energy, commodities, and metals. The logic uses indicators (for example, RSI-like checks on price vs moving averages) and price comparisons (current price vs moving averages) to decide when an asset should be added or trimmed. - The strategy mixes momentum (to ride trends), mean reversion (to lock in profits or rebalance when things overheat), and defensive hedges (to damp volatility and downside risk). - The end result is a single allocation plan that evolves over time across many assets, with explicit weights for each block and sub-block. It’s designed to produce a diversified, actively managed yet rules-based portfolio rather than a fixed static allocation.

Out-of-sample edge: lower drawdowns (2.4% vs SPY 5.1%), low market beta (~0.18), and Calmar 3.29, with ~7.9% annualized returns. Diversified, hedged macro-rotation aims for steady growth with downside protection versus the S&P 500.