A daily-rebalanced, multi-model ETF portfolio designed to minimize drawdown by weaving risk-off hedges, diversified asset classes, and momentum-driven selections—balancing safety with upside potential.

- Every day the system rebalances. It runs many mini-strategies (groups) that decide what to own from a large list of ETFs and leveraged/anti-beta funds. - Some blocks try to reduce risk by favoring hedges and cash-like assets (eg BTAL, HDGE, SQQQ, USDU, GLD, SHY, BIL) when markets look doubtful. - Other blocks try to capture upside by selecting momentum-friendly assets (eg SPY, QQQ, SOXX, TLT, TQQQ, SOXL) using signals that compare recent performance to thresholds (momentum, moving averages, drawdown checks). - A lot of signals use “relative strength” or RSI-like momentum and various window lengths (short, medium, long) to rank assets. The top-ranked assets are then weighted and combined, with some blocks using leverage to boost exposure in targeted regimes. - The framework uses regime-like gates (risk-off vs risk-on, bear market protections, volatility-based hedges) and drawdown/volatility filters to avoid putting too much at risk in bad sequences. - Exposures span multiple asset classes: US stocks, technology, semis, bonds (various maturities and risk profiles), gold, currencies, energy/commodities, and volatility proxies. - The design emphasizes safety first (lower drawdown) while attempting to grab upside when conditions are favorable.

Out-of-sample edge: 24.14% annualized return vs SPY’s 15.82%, max drawdown 6.18% vs 18.76%, Sharpe 1.58 vs 0.89, Calmar 3.90, beta ~0.39. Diversified, risk-managed exposure aiming for higher risk-adjusted growth.