A large, rules-based momentum mix across stocks, bonds, commodities, and volatility. It uses trend signals (price above moving averages), momentum signals (RSI), and relative strength to decide what to own, hedge, or short, then blends many modules into a diversified final portfolio.

This is a rules-based system that runs many small decision trees at once. Each module checks simple things like: Is the price above a long-term average? Is momentum strong or weak (via RSI)? Is the price higher (or lower) than a moving average? If a rule fires, the system assigns weights to that asset or to a hedge. Some modules try to pick the top performers (top 1 or top 2) based on momentum and then allocate cash to them; others rotate into hedges (bonds, gold, or volatility proxies) when signals suggest risk is rising. The modules are grouped under themes (SPY-focused, bear-market hedges, momentum in technology or energy, volatility or “TINA” themes, etc.). The result is a blended portfolio that holds a mix of long bets, hedges, and occasional shorts across equities, bonds, and commodities. Rebalancing is controlled by a corridor (about 1% drift), reducing churn. In short: watch for strength in some assets, hedge with others, and keep a diversified mix rather than piling into a single bet. Key ideas in plain terms: momentum (winning assets tend to keep winning for a while), hedging (protecting against sharp market drops by owning inverses or less risky assets), and diversification across asset classes to reduce overall risk. Indicators used include simple price checks (price vs moving averages) and RSI (a momentum gauge). Examples: SPY above its long-term average may get a tilt to SPY or related long bets; rising volatility may push the system toward hedges like UVXY or SVXY rather than more stock exposure.

Multi-asset momentum with hedging offers comparable returns to the S&P 500 but with much lower risk: 14.8% drawdown vs 18.8%, lower beta, and Calmar 1.24. Diversification and dynamic hedges improve downside protection.