A daily-rebalanced, rule-based multi-asset strategy that rotates among leveraged ETFs, volatility hedges, bonds, and sector plays using momentum and risk signals, with built-in hedging and risk-controls to seek growth while avoiding big drawdowns.

- Every trading day, the system looks at a large list of assets (stocks, sector ETFs, leveraged ETFs, and volatility/bond proxies). - Each asset is tested with simple rules (is momentum strong, is risk high/low, is the price above a moving average, is RSI in a certain zone, etc.). These are the innermost tests. - Assets that pass tests are grouped into themed blocks (for example a Black Swan Hedging group, a Normal Market group, or a Bond-Stock rotation group). Within each group, assets are enabled with equal money (cash-equal) unless a group has a specific weight. - The groups combine into an overall portfolio with a final allocation totaling 100%. Some groups contribute heavy weights (e.g., 85/100) to certain assets when their signals are strongest, while others contribute lighter weights. - The model includes risk checks (drawdown thresholds, volatility measures, moving-average price checks, etc.) to avoid crowded trades or to pull back when risk rises. - The system uses hedges (volatility ETFs, short volatility, and cash-like proxies) when risk signals are high and uses leveraged equity/sector bets when momentum looks favorable. - The result is a dynamic, daily-rebalanced mix that aims to capture upside from trendier assets while controlling risk with hedges and cash substitutes.

Out-of-sample, this daily-rebalanced multi-asset strategy blends momentum with hedges and risk controls to pursue growth across regimes. About 20.5% annualized return with diversified exposure beyond SPY—an active, risk-aware alternative.