A daily-rebalanced, momentum-driven, multi-asset strategy that rotates among US/China exposure, commodities, bonds, and volatility hedges, using a large rule-driven framework to pick and weight instruments.

- The system is a big decision tree built of many blocks (theme groups). Each block samples prices and indicators across a wide universe of ETFs and leveraged products. - Signals compare current price behavior to recent trends (like moving averages) and strength relative to benchmarks. Some signals use thresholds (for example, certain momentum or strength levels must be met) to trigger buys or sells. - When a block signals, it contributes a characteristically sized weight or selects a single best instrument within its group. We often see long/short pairs, and tactical shifts between risk-on assets, hedges (volatility products), and USD-exposure vehicles. - The strategy uses many themes (e.g., US/China exposure, technology/fang, energy/commodities, bonds, gold, and currencies) and rotates among them as markets move. - Risk-control elements appear as hedging layers (UVXY, SVXY for volatility; UUP for USD strength; SHY/TLT/BND for fixed income) and through dynamic diversification across asset classes to reduce drawdowns. Rebalance occurs daily, recomputing which blocks fire and how capital gets allocated. - The net effect is a diversified, momentum-driven, rotation-based portfolio that aims for upside capture in multi-asset bullish regimes while employing hedges and defensive blocks to limit losses in drawdown periods.

Diversified, momentum-driven multi-asset strategy with hedges and daily rotation. Lower beta (0.65) and a solid OOS Calmar (3.19) offer strong risk-adjusted performance and drawdown resilience, complementing the S&P 500.