Daily, rules-based switcher between MAG7 2x levered equity momentum and the KMLM managed-futures sleeve, guided by RSI risk checks and a wash-sale/cash-equal framework. Aims to capture big trends while dampening risk, but it is complex and high-risk due to leverage and multiple signal layers.

Daily, rule-based allocation that alternates between two engines: (1) MAG7 2x (a levered momentum equity sleeve) and (2) KMLM (a managed-futures sleeve). It starts with cash-equal weighting across a defined pool, then applies a sequence of RSI-based risk checks on multiple assets (including market indices, sector ETFs, volatility proxies, and select individual names) to decide which engine to fund. If markets look extremely overbought on several assets, it tends to reduce exposure to aggressive long bets and/or switch to KMLM. There are nested decision blocks with named groups (e.g., FrontRunner, Long/Short Rotator) that encode alternative asset sets and signal combinations. The system also includes a “wash sale modification” step to adjust weighting in a tax-aware or pattern-aware way and to avoid excessive re-purchases of similar positions within a short window. The allocation target is re-evaluated every trading day and the final risk exposure is drawn from a mix of the MAG7 2x and KMLM sleeves, with occasional shifts toward UUP, FTLS, and other hedging/rotator components depending on signals. The universe includes leveraged equity ETFs (the MAG7 family), the KMLM futures/alternative sleeve, and a handful of related assets (e.g., MSTR, CONL, and various growth/tech proxies) to provide diversification and exposure to different return drivers. It is inherently higher risk due to leverage and the use of several active signal layers, and relies on the robustness of RSI thresholds and the chosen asset universe. The intent is to combine the potential for large trend moves (MAG7 2x) with the diversifying, potentially less-correlated behavior of a managed-futures sleeve (KMLM), while using risk signals to avoid the most overbought conditions and to rebalance frequently.

Risk-managed, multi-asset trend strategy designed to diversify the S&P 500. Two engines (levered momentum and managed futures) with RSI risk checks and cash-equaling aim for smaller drawdowns (~12% OOS) and a hedging return stream when stocks stall.