A daily-rebalanced, multi-asset ETF portfolio that blends safety hedges and risk-on bets through a layered, regime-based decision tree. It uses momentum, trend, and volatility signals across a wide ETF universe (bonds, cash, gold, currencies, commodities, and leveraged/ inverse equities) to choose 1–4 assets per group and allocate weights, aimed at capital preservation with opportunistic upside.

- Every day the system rebalances the portfolio based on a long, nested set of rules. - It splits into defensive (Safety) and attack (Risk On) modes, switching which assets are favored based on current signals. - Signals come from momentum-like readings (relative strength), price trends vs moving averages, and volatility/ drawdown history across many time windows. - Assets are drawn from a very wide ETF universe, including core bonds (TLT, SHY, BND, IEF), cash proxies (BIL, SHV), inflation hedges (TIP, TIPX), commodities (GLD, PDBC, DBC), currencies (USDU, UUP), equities (SPY, QQQ, XLF, XLK, XLY, XLE, XLI, SMH, SOXX, SOXL, SOXS, UPRO, TQQQ, QLD, PSQ, SQQQ, SDS, SPXL, SPXS, etc.), and volatility/anti-beta hedges (UVXY, SVXY, SQQQ, BTAL, HDGE, GLD in certain hedges). - Within each regime, the system often uses a “top” or “bottom” selection process to pick the best few assets by a given metric, then assigns weights to create a diversified slice rather than a single pick. - Some blocks are labeled as “K-1 free” to indicate tax-reporting considerations. - The monthly/annual risk controls include checks like max drawdown, moving-average price comparisons, and regime-weighting to avoid concentrated risk. - The result is a dynamic, multi-asset sleeve designed to preserve capital in stress and participate in upside in calmer markets, with heavy emphasis on hedging and safety nets around core holdings.

Out-of-sample, this regime-driven, multi-asset strategy delivers superior risk-adjusted performance vs the S&P: higher Sharpe, lower drawdown (~9% vs ~19%), Calmar ~1.31, and steadier upside despite ~12% vs ~16% annualized return.