A multi-asset, rule-based macro-tactical strategy that dynamically allocates across volatility bets, momentum-driven stocks/ETFs (including leveraged plays), commodities, gold, USD, and bonds, using RSI, moving averages, and momentum screens to tilt between aggressive growth and defensive hedges.

- The portfolio is built from several sleeves (Long Volatility, Trend & Momentum, Fiat Alternatives, Secular Growth, Bonds) plus overlays (Not Boring Dip Buyer, v1 BBD) that together form the total exposure. - Each sleeve uses rules to pick or weight assets. For example, the Long Volatility sleeve trades UVXY based on short-term momentum signals (RSI thresholds and cross-checks with other assets) and may shift into hedges like GLD (gold), UUP (USD), SHY (short Treasuries) or cash depending on the signals. - The Trend & Momentum sleeve seeks momentum signals in two sub-areas: (1) Commodity Momentum selects the top 2 performers over a 120-day window from a basket including SPY, TLT, UUP, GLD, SHV, DBC; (2) Fiat Alternatives selects the top asset among GLD, DBC, UUP, SHV by similar momentum. These selections tilt toward assets with stronger recent performance while maintaining diversification. - The Secular Growth Assets sleeve is the core equity exposure and is highly conditional. In bullish, risk-on regimes, it may tilt toward 3x leveraged equities (UPRO, TECL, SOXL, FAS); in defensive regimes it shifts to 1x defensive equities (e.g., SPY plus quality/value/anti-beta components). The decision rules blend moving-average return signals, RSI, and drawdown checks to decide whether to stay aggressive or rotate to safer equities. - The Bonds sleeve allocates to core long-duration Treasuries (VGLT, VGIT) as a baseline, but also includes conditional overlays for rising/falling rate environments using leveraged Treasury ETFs (TMF, TMV) and related hedges. - USD/commodities/defensives (GLD, USDU, UUP, DBC, SHV) serve as hedges and diversifiers across inflation, currency, and inflation-protection themes. - The blocks are highly nested and interdependent; many conditions compare signals (RSI, moving-average returns, cumulative returns, max drawdown) across different windows (5–60 days) to determine which asset to hold and in what weight. - The system is designed for a macro-tactical stance: it tries to exploit uptrends with aggressive bets, tilt toward hedges in risk-off regimes, and maintain broad diversification to reduce single-market risk. The use of 2x–3x leverage enhances potential gains but also magnifies drawdowns, so risk controls (hedges, volatility overlays, and regime-based tilts) are essential to the framework.

Dynamic multi-asset macro strategy blending volatility, momentum, commodities, gold, USD, and bonds to chase uptrends while hedging risk. OOS: ~21.2% annualized return, beta ~0.81, Calmar ~1.02—strong diversification and risk-adjusted edge vs SPY.