A daily, rule-based, multi-asset portfolio that dynamically tilts among stocks, bonds, commodities, and hedges. Uses momentum and trend signals (RSI and moving averages) to pick exposures, layers in volatility hedges for protection, and leverages select bets during strong uptrends. The aim is high risk-adjusted returns with built-in risk management through hedging and diversification.

- It divides the whole portfolio into major asset groups: U.S. equities, international equities, bonds, commodities/volatility, and real estate/infrastructure. - Each day, it runs a long chain of rules that look at price trends and momentum for many assets. If momentum looks strong and conditions are favorable, the rule set tilts toward higher-growth or more aggressive bets (including leveraged stock bets). If momentum looks weak or volatility is rising, it shifts toward hedges (VIX-related assets and inverse-volatility) or safer staples like bonds or cash. - Within groups, the system can choose specific sub-strategies (for example, a “VIX Blend” that mixes VIX-based bets with safety hedges, or a “Dip Buy” that tries small pullbacks in certain high-probability assets). - The gains from the best signals are combined into a final 100% allocation, which is rebalanced every trading day to reflect the new signals. - The structure is designed to approximate a Tangency Portfolio, i.e., a blend that delivers the best risk-adjusted return given the current set of assets and the prevailing risk environment. - Assets are referenced by tickers (e.g., SPY for the S&P 500, VIXY for volatility exposure, TQQQ for leveraged tech exposure, BIL for short-term Treasuries, UCO for crude oil futures, IAU for gold, etc.). Each ticker is just a representation of an investable instrument that fits into a larger rule. - In short: a daily, rule-driven, multi-asset mix that tries to ride the upsides of strong markets while hedging against sharp downturns with volatility-related strategies.

Out-of-sample, this hedged multi-asset strategy delivers lower drawdowns (12.7% vs 18.8% for SPY) and stronger risk-adjusted return (Calmar ~0.66), with diversification smoothing volatility and protecting capital vs the S&P 500.