A daily-rebalanced, multi-asset strategy that blends equities, bonds, commodities, and volatility hedges. It uses RSI and moving-average signals to tilt toward risk or hedges, with nested Step Up/Dip Buy patterns and VIX-based sleeves to control drawdowns while seeking high risk-adjusted returns.

A daily, rule-based system builds a diversified mix of U.S. and international stocks, bonds, commodities, and volatility hedges. It runs momentum and trend checks (notably RSI and moving-average tests) on broad proxies to decide whether to tilt toward riskier equities or toward hedges like VIX futures and inverse-volatility. It includes nested patterns (Step Up, Dip Buy) to gradually adjust exposure as conditions improve or worsen. The VIX-based sleeves (VIX Blend 75/25, 50/50, 10/90) determine how much to bet on volatility hedges, while the Smooth Safety sleeve (inverse-volatility with EUM and BTAL) reduces risk. Bonds and cash proxies provide ballast, and specialized pockets (Energy Momentum, Global/International equity tilts, and some commodity plays) offer thematic diversification. Rebalancing occurs daily, and the overall aim is to maximize risk-adjusted returns (tangency portfolio objective) while keeping downside risk guarded by hedges. It’s a complex engine of conditional bets, not a simple, static allocation.

Out-of-sample, Tangency Portfolio 16 offers a steadier ride than the S&P 500: lower drawdown (12.3% vs 18.8%), strong volatility hedges, and solid risk-adjusted returns from a diversified, rules-based mix.