A complex, rule‑based, multi‑asset momentum system that rotates among stocks, bonds, energy/commodities, gold, and volatility hedges; uses RSI and moving averages to pick leaders; includes hedges and even SPY shorting to control risk; aims for diversified, trend‑following growth with drawdown containment.

- Every day, the system analyzes a large set of assets (stocks, bonds, energy/commodities, gold/foreign proxies, and volatility hedges). - For each asset, it computes signals from momentum helpers (moving averages and RSI-like indicators) and looks at recent performance (cumulative return) and risk (drawdown) history. - It ranks or selects the best performers within several themes (Treasuries, equities, energy, commodities) and assigns weights to them. Some blocks pick the top 1–2 ideas, others build a composite hedge or a diversified sleeve. - Hedging blocks swing into bonds and volatility hedges to reduce risk when signals turn risk-off. There are also explicit rules to short SPY in certain regimes. - Sector and theme rotations (oil, energy, gold, agriculture, etc.) expand diversification and capture moments where certain parts of the market are leading. - Risk controls (max drawdown checks, volatility considerations, and conservative sleeves) keep the overall risk in check. - The result is a daily/periodic, dynamic portfolio that attempts to ride momentum across many markets while maintaining risk discipline.

Out-of-sample edge: higher risk-adjusted return (Sharpe ~1.31 vs ~1.11), much smaller drawdowns (7.8% vs 18.8%), Calmar ~2.33. Returns ~18.3% vs ~19.8% for the S&P—plus diversified momentum and hedges to curb risk while pursuing growth.