A daily-rebalanced, multi-asset, regime-aware strategy that blends momentum across Treasuries, gold, equities, energy and volatility hedges. It uses RSI and moving averages to decide exposure, applies risk checks to manage drawdown, and layers on a cautious overlay for dips and energy momentum. Tickers represent a mix of stocks, broad-market ETFs, and leveraged/hedged funds to create a diversified, risk-controlled growth strategy.

- The system is split into multiple engines (modules) that decide where to invest each day. Think of it as several teams voting on where to put your money, then combining their picks into one blended portfolio. - Core driver is a TUSI Custom module, which has sub-parts that manage hedges (volatility-based hedges and defensive allocations) and checks that look at relative strength and risk metrics over various rolling windows. - In parallel, there are dedicated sleeves for: 1) TMF/TMV/Gold Momentum: momentum signals on long Treasuries (TMF/TMV) and gold (GLD), using indicators like RSI and moving averages to decide whether to tilt toward Treasuries, gold, or safer/barger hedges. 2) Gold Momentum: momentum checks on GLD versus long-term price trends. 3) Cautious Fund Surfing/Energy Momentum: a risk-on/risk-off overlay that uses defensive assets (dollar, bonds, gold, staples) and energy-related exposure (XLE, ICLN, TAN, UNG, NRGu, OILK) to balance risk and capture energy trends when signals align. 4) Energy Momentum Final: a deeper energy sleeve with natural gas, oil, and clean-energy exposures (UNG, NRGu, NRKG, OILK, TAN, ICLN, FAN, XLE, etc.). - Weighting is explicit and varies by sleeve; the overall design is to allocate to the sleeves that currently show the strongest momentum while keeping hedges in place to dampen drawdowns. - Signals include: - RSI (momentum strength/weakness): thresholds to flip exposures between risky/defensive legs. - Moving averages and moving-average-price comparisons to identify trends, breakouts, or reversals. - Standard deviation and max-drawdown checks to gauge volatility and downside risk relative to a benchmark (typically SPY). - Cumulative returns over short windows to steer defensive vs risk-on transitions. - The model uses a broad set of tickers (funds/ETFs). Each ticker represents an ETF or ETN, e.g., UVXY (volatility ETF), BTAL (anti-beta hedge), GLD (gold), UUP (dollar index), IEF/SHY/TLT (bonds), TMF/TMV (Treasury triple/short exposures), SPY/QQQ (US stock proxies), XLP (consumer staples), ICLN/TAN/FAN (clean energy), XLE (energy sector), UNG/NRG/NRGU/OILK (natural gas and crude oil exposures), and many more. The result is a diversified, regime-aware portfolio that tries to ride trends while hedging risk.

Out-of-sample edge: higher risk-adjusted performance vs S&P. Sharpe ~2.95 vs 2.83, Calmar ~6.63, lower beta, and disciplined drawdown controls across a diversified, regime-aware mix (treasuries, gold, energy, hedges) delivering steadier upside.