A daily-rebalanced, risk-aware, multi-asset strategy that blends hedges against volatility with momentum-driven bets across stocks, bonds, energy/commodities, and hedges around VIX futures. It uses RSI-style and momentum signals to tilt into/away from assets, with protective layers to reduce drawdowns.

- The system runs every day and decides how to allocate capital among a large set of asset groups. - It splits weights into blocks (e.g., defensive hedges, energy, bonds, equities) and then applies a long/short mix within those blocks. - Signals include momentum (price trends, recent returns), volatility hedges (VIX-related ETFs), and risk checks (drawdown and RSI-type tests). - If risk is high, it shifts toward hedges and safer assets (e.g., UVXY/VIX proxies, short-duration bonds). If risk is manageable, it tilts toward momentum leaders in equities and selective sector/commodity exposures. - The approach uses a lot of rules that combine price relations (current price relative to moving averages), trend strength, and downside protection (stop/hedge blocks) to determine where to place weights. - The “inverse vol” and “hedge” blocks are designed to dampen drawdowns when volatility spikes. - Because the system includes many leveraged or inverse-volatility ETFs, it assumes rebalancing daily to manage risk and maintain target risk/return characteristics.

Out-of-sample annualized return ~26.1% vs S&P ~27%, but with much lower beta (~0.61) and Calmar ~4.71. A daily-rebalanced, hedged, multi-asset approach seeks similar upside with notably smoother drawdowns.