A versioned, modular trading concept that blends ARKK RSI momentum ideas, a 'See You Tmrw' overbought mean-reversion rule, and bond-based risk controls to manage beta. The current live config is a simple, 100% BRK/B holding with no rebalancing, and a note that newer logic exists elsewhere. It’s experimental and not diversified.

In plain terms: 1) It’s built as a tree of rules rather than a fixed calendar. The top rule says don’t rebalance on a calendar; instead wait for signals. 2) The cash-equal block is a method to allocate funds evenly across a list of assets. Here, the live branch shows only one asset, Berkshire Hathaway Class B (BRK/B), so the entire exposure goes to BRK/B (100%). 3) Signals referenced but not all active in the current view include ARKK momentum via RSI (a momentum gauge that looks at price changes over time), a “See You Tmrw” overbought mean-reversion idea (when momentum is too high, take a precautionary move the next day), and beta-control mechanisms using bond ETFs (BIL-IEF, IEI-TDTF). In practice, the bond-related signals act as ballast to reduce price swings when stocks get too volatile. 4) A “Retired version” tag and a link indicate this is an evolving system; newer logic is available elsewhere and may replace this branch. 5) Rebalancing thresholds are very tight (corridor width 0.1), meaning only small drift would trigger a change, but the root shows rebalance = none, so no scheduled adjustments occur unless a signal explicitly requires it. 6) Overall, the design aims to pair a stock holding with risk controls and timing rules to improve downside protection and overall return, but with the current visible configuration it is extremely concentrated and not diversified. Bottom line for a layperson: it’s a test-driven setup that tries to time and hedge a stock position with signals from momentum indicators and bonds, but the live view shown here ends up holding only BRK/B with no diversification or ongoing rebalancing.

Out-of-sample edge: ~15.1% annualized return with ~14.95% max drawdown and Calmar ~1.01, Sharpe ~0.98. Beta ~0.53 means lower market sensitivity and downside protection vs SPY, offering disciplined equity exposure with risk controls.