A complex, multi-layered rule-based strategy mixing crypto hedges, USD/treasury hedges, ARK/tech bets, and volatility plays, driven by momentum, volatility, and return signals to dynamically allocate across a broad asset set.

It’s a rule-based portfolio engine that splits cash into several groups. Each group tests simple ideas (momentum, trend, volatility, and relative strength) on a pool of assets, and if a test passes, that asset is added with a defined weight. Within each group, cash is often distributed evenly among selected assets. Some blocks tilt long (betting prices go up) and some tilt short (betting prices go down), including levered ETFs that amplify moves. The assets include crypto-related ETFs (BITI, BITO), USD/Treasury hedges (USDU, BIL, UUP, UBT), tech/ARK exposures (ARKK, ARKW, ARKG, ARQ, plus levered pairs like TARK/SARK), semis (SOXL/SOXS), commodities (PDBC), and volatility play assets (VIXY, UVXY, UVIX). The architecture nests many “if/then” decisions: if an asset’s RSI or moving-average signal is favorable, include it; if not, skip or hedge. Weights (e.g., 95/100) indicate emphasis; “wt-cash-equal” spreads cash evenly within a chosen subgroup. Rebalancing is disabled in the current setup, meaning the system is intended to adjust allocations only when signals fire, rather than at fixed calendar intervals. The overall goal is to capture upside across diverse drivers while layering hedges (crypto downside bets, USD/treasury hedges, and volatility positions) to dampen drawdowns. This is a sophisticated, backtest-heavy framework that should be simplified and risk-checked before live use.

Outperforms the S&P on outsized OOS upside (~39.5% p.a. vs ~22%), with a Calmar near 1.01 and diversified hedges. A rule-based, multi-asset strategy across crypto hedges, volatility, and tech bets—higher upside with managed risk.