A daily, multi-asset, rule-driven rotation that blends equity bets, volatility hedges, bonds, and precious/commodity exposure using momentum signals and KMLM-based benchmarks to guide rotations, with volatility hedging via VIX-related products.

- Daily rebalance across a large set of assets including broad equities (SPY/QQQ/SMH/etc.), leveraged equity proxies (TQQQ, TECL, SOXL, SPXL, SQQQ, etc.), bonds (TMF, BIL, SHY, TLT), gold/silver, oil, and VIX-related products (VXX, VIXy) for hedging. - Uses momentum/relative strength checks (RSI-like signals) on multiple tickers and timeframes (e.g., 10-day, 60-day, 70-day windows) to decide which assets look strongest or weakest. Components compare certain assets against benchmarks like KMLM to decide who is winning momentum. - Within each favorable group, it applies a “ticker mixer” logic to pick top (or bottom) assets based on moving-average performance or other filters (e.g., max drawdown). It then assigns weights that typically sum to 100% across the chosen ideas. - Includes hedge logic: a “1.5x VIX Group” approach adds VXX exposure when VIX-related RSI signals are elevated or when certain market breadth thresholds are met, aiming to capture volatility spikes as a hedge or to profit from stress. There are also “VIX Blend” constructs with predefined weights to blend VXX exposure. - Uses risk controls such as cumulative return and moving-average-price checks to avoid assets with weak recent performance or unfavorable price dynamics. - The ultimate output is a daily allocation across many assets with concrete weights (often full concentration within a small group in a given path) designed to capture upside while limiting downside via volatility hedges and diversification across asset classes. - Note: The phrase KMLM appears as a benchmark/side-switching gate; the model shifts weight toward (or away from) KMLM-influenced ideas depending on momentum comparisons, implying a regime where KMLM momentum is used as a reference for rotation decisions. Overall, the strategy is best understood as an automated, multi-factor rotation system with heavy emphasis on momentum signals, hedging via volatility products, and dynamic cross-asset exposure. It’s not a simple long-only index approach; it’s a sophisticated framework intended for a systematic, rules-based implementation.

Out-of-sample, this multi-asset rotation delivers stronger risk-adjusted performance vs SPY: Sharpe 3.04 vs 2.47, annualized return 88% vs 29%, beta 0.56, Calmar 11.65, with volatility hedges to cushion drawdowns.