A daily, rules-based, multi-asset momentum strategy that uses RSI and moving-average signals across a broad ETF universe, with built-in volatility hedges (VIX-based blends and inverse-volatility funds) and occasional leveraged tilts. It aims to ride momentum while dampening risk through hedging and diversification.

- Every day, the strategy considers a broad universe of ETFs across US equities, sectors, bonds, international markets, and hedges. - It uses momentum/strength signals (notably RSI and moving-average relationships) to decide which groups or tickers to tilt toward. - The core U.S. equity sleeve attempts a laddered or scaled-in exposure (including some high-growth sector bets like XLK) while watching momentum indicators. - When risk appears elevated (high RSI readings on major indices like SPY or other momentum thresholds), the system shifts toward hedges: VIX-based blends (VIXY with 75/25 or 50/50 allocations) and inverse-volatility funds (EUM, BTAL) to dampen volatility. - It also contains explicit bear/defensive legs (UVXY, SQQQ) intended to capture upside protection during downturns. - A large portion of complexity comes from stacking multiple rule blocks: step-up allocations, scale-ins, group-level tilts (e.g., “Step Up,” “High Vol Strat,” “Ticker Blend”), and selective bottom/top filters (e.g., standard deviation, moving-average rules) to pick domestic vs international exposures and to blend leveraged 2x/1.5x tilts where signals are strongest. - The strategy is highly diversified across asset classes (equities, fixed income, real estate, commodities, currencies) and geographies (US, developed international, emerging markets), with risk-management overlays intended to smooth returns and reduce drawdowns. - Rebalancing is daily, meaning the weights are recalculated and adjusted each trading day to reflect updated signals and risk assessments. The exact weights are defined by a large nested decision tree, so the final portfolio on any given day will be a bespoke mix rather than a fixed target allocation. In short: a daily, rules-based, momentum- and risk-driven multi-asset portfolio that uses a combination of RSI, moving averages, volatility hedges, and diversified tilts to navigate markets. While powerful, its performance depends on the coherence of the signals across many assets and the effectiveness of its hedges during stress periods.

Diversified, rules-based momentum strategy with hedges and daily rebalancing. It offers stronger downside protection (out-of-sample drawdown ~9.8% vs SPY ~18.8%), while delivering competitive risk-adjusted returns (Calmar ~1.22, Sharpe ~1.02) vs the S&P 500.