A daily rebalanced, rules-based multi-asset portfolio that blends equity bets with volatility hedges, bonds, commodities, and Bitcoin exposure. It tilts based on momentum and risk signals (RSI, moving averages, relative strength) and uses VIX hedges and crypto as core risk-management and diversification tools.

- It rebalances every day, splitting a fixed pool of cash across many groups that represent different market themes (equities, volatility hedges, bonds, gold, oil, crypto). - Each group has a target weight and is governed by a set of rules based on price momentum, volatility, and price relationships between assets (examples: RSI, moving-average comparisons, relative-strength indexes between pairs like SPY vs QQQ, SMH vs KMLM). - Some blocks are designed to hedge risk when market signals look extended or stressed (for example, increased VIX signals prompt allocation to VXX and related hedges; bond blocks may become heavier if volatility is high or equities look overbought). - The system includes a crypto sleeve (Better Bitcoin) using GBTC as a dedicated position when momentum signals favor bitcoin-like assets. - There are sub-signals that compare the strength of one asset to another (e.g., KMLM Prophecy signals, 10-day RSI comparisons like 10d RSI - SMH v KMLM), and these can tilt allocation toward or away from specific assets. - The overall allocation goal is 100% exposure, but the heavy emphasis on risk hedges (VIX-related positions) and crypto can reduce net equity beta when risk is high, while allowing more equity exposure when signals are favorable. - The design uses many “if” checks with fixed thresholds and windows, so it is best viewed as a rule-based manager rather than a simple moving-average crossover or momentum screen.

Out-of-sample: Sharpe ~2.95 vs 2.47, Calmar ~10.3, alpha ~0.38, annualized return ~66% vs ~29% for the S&P. Beta ~0.57 with hedges (VIX, bonds, crypto) - higher upside, stronger risk-adjusted growth than the S&P.