A big, rules-driven, multi-asset strategy that shifts exposure across stocks, bonds, commodities, and volatility hedges based on trend/momentum/volatility signals. It uses leveraged growth bets in favorable regimes and hedges/safer assets in risk-off periods, aiming for diversification with targeted risk controls.

- The system splits investments into major groups (Equities, Bonds, Commodities/Real Estate) and also keeps cash-like hedges handy. - It uses simple, rule-based checks to decide how much to invest in each group. These checks mix price trends (is today higher than a long-run average?), momentum signals (is the asset showing strength versus its peers?), and volatility signals (is market volatility high?). - If conditions are favorable, it tilts toward growth assets (stock-focused funds, sector plays, and even 3x leveraged positions) to pursue gains. - If conditions worsen (high volatility or downtrends), it shifts toward hedges and safer assets (UVXY, VIX-related ETFs, T-bonds, and cash-like funds such as short-term Treasuries). - The model uses a lot of layers (many “IF” branches) to pick which exact assets to hold within each group, often choosing top/bottom performers in sub-pools (eg, which bonds or which commodity basket to lean into). - It also integrates common risk controls like max-drawdown, moving-average checks, and RSI-style thresholds to avoid oversized losses. - At any moment the actual positions can include traditional stocks (SPY, QQQ), broad market funds (VTI, IWF), sector/theme plays (XLE, XLK in some blocks), and hedges (UVXY, SVXY, SQQQ, VIX-related funds), plus bond funds (IEF, TL T, SHY, BIL) and commodities (DBC, GLD, UCO, TAN, etc.). - Rebalancing happens through the layered rules rather than a fixed schedule, so the exposure shifts as signals update with price data. In short: it’s a big, rules-based portfolio that tries to balance growth and protection by constantly reading many signals across assets and then routing capital accordingly, including some aggressive levered bets and hedges to protect against downturns.

Diversified, rules-based multi-asset strategy with hedges and regime tilts. Out-of-sample data show lower drawdown (2.07% vs 2.53%), negative SPY beta, and positive risk-adjusted alpha—providing diversification and downside protection beyond the S&P 500.