A daily, rule-based portfolio mixing equities, volatility hedges, leveraged momentum bets, and a KMLM-driven overlay to tilt into/out of aggressive tech positions while managing risk.

The system runs every day and scans many signals to decide where to put cash. It combines core stock exposure (like SPY, QQQ) with sector funds and a set of hedges that profit when volatility spikes (UVXY, VIX-related ETFs) or that move opposite volatility (SVXY). It also uses leveraged stock ETFs (like TQQQ, SOXL, TECL) when momentum looks favorable. A special overlay called the Holy Grail uses KMLM to decide when to tilt heavily toward or away from aggressive tech bets. The rules are nested: if certain momentum or price conditions are met, money is allocated to the top picks; if not, cash may be raised or hedges increased. The goal is to ride uptrends while dampening losses during market stress, though the rules are numerous and depend on many inputs and windows.

Out-of-sample annualized return 55.6% vs SPY 26.8%, with Calmar 2.73 indicating strong risk-adjusted gains. A hedge-enabled, momentum-driven mix aims for faster compounding than the S&P - note higher drawdowns in stress.