A complex, rule-based momentum/rotation strategy across energy, oil, natural gas, clean energy, and commodities, with hedges. It uses moving averages, RSI, and top-N momentum screens to pick a few assets per group and allocates weights by group and asset. It seeks energy/commodity upside while layering defensive positions to manage risk.

- The portfolio is split into named groups (Energy Momentum, Natural Gas, Oil, Clean Energy, Commodities Macro Momentum, 50/50 blends, Beat The SPY themes, Bear Market protections, etc.). - In each group, the strategy tests signals such as: • Is an asset’s price above or below its moving average (short-term vs long-term)? • Is the asset showing strong momentum (RSI or recent returns)? • Is the asset stronger than a benchmark (top relative strength vs peers)? • What are the top 1–2 assets in that group based on the chosen metric and window (e.g., last 9, 21, 50, or 210 days)? - Assets that pass the tests are weighted within the group (commonly 2 assets share the group weight, e.g., 60/40 or 100/0 depending on the rule). - Each group has an overall weight that contributes to the final portfolio allocation (e.g., some groups 10%, 60%, 30% of the total). - The strategy also includes defensive/hedge components (e.g., inverse or short funds, treasury or dollar-hedge ETFs) that can be selected under certain momentum or risk conditions to protect the portfolio in downturns. - The final allocation is a combination of all selected assets across groups, driven by the above rule-chain rather than a fixed schedule. This means positions can shift as signals change, with multiple layers of checks before any change is made. The approach relies on a large set of ETFs/ETNs (energy, oil, natural gas, gold, dollar, treasuries, broad market funds) and uses common momentum metrics to decide which to own and how much to own. The overall aim is to ride energy/commodity rallies while maintaining hedges for risk, rather than just chasing a single trend.

An actively hedged, multi-asset momentum strategy with OOS Calmar 2.81. It seeks energy/commodity upside while managing drawdowns, delivering diversification and better risk-adjusted resilience vs the S&P 500.