A daily-rebalanced, multi-asset, momentum-driven strategy that uses a Shartino Score to allocate across many ETFs (stocks, bonds, commodities, currencies, volatility) and hedges to ride trends while limiting drawdowns. It blends growth, safety, and regime-hedging across diverse asset classes.

- The strategy is built around a central Shartino Score that assigns weights to groups of assets. - It rebalance daily, recalculating which assets meet its rules and how strongly to weight them. - The portfolio is composed of many groups (for example, US stocks, bonds of various maturities, commodities, energy, gold, oil, currencies, and volatility hedges). - Within each group, a set of simple rules picks specific tickers (ETFs like SPY, QQQ, TLT, GLD, UUP, UCO, etc.) and decides whether to hold them and with what weight. Rules often involve: price relative to moving averages (is the price above/below a moving average?), momentum indicators (how strong the recent move is), and simple comparisons (is one asset more powerful than another over a window of days). - Some groups are designed as hedges or protections (Bear Market/Sideways Protection, Short SPY, Volatility group using UVXY/SVXY). These look for signs that markets may be weak and shift into hedges or lower-risk positions. - The weights are expressed as percentages of a 100% portfolio and are allocated across groups and then within groups to individual assets. - The approach uses a mix of long-only bets and strategic short/hedged exposures to attempt to profit in rising markets and limit losses in down markets. - The asset universe is broad, including widely known funds (SPY, QQQ, GLD, SLV, XLE, XLP, etc.) and less familiar ones (oil funds like UCO, energy ETFs like TAN, or volatility funds like UVXY). The intent is to capture diverse trends across stocks, bonds, commodities, currencies, and volatility regimes, rather than betting on a single market.

Out-of-sample edge: Sharpe ~1.80 vs S&P ~1.25; Calmar ~2.25; max drawdown ~7.2% vs ~18.8%. A diversified, daily-rebalanced momentum strategy with hedges across assets, aiming for stronger risk-adjusted returns and better downside protection.