A multi-layer, risk-aware strategy that blends mean-reversion, momentum, bond signals, and volatility hedges across a diversified set of assets. It shifts between stocks, bonds, gold/safe havens, and VIX-related hedges based on RSI and moving-average signals, with yield-curve/bond strength checks guiding risk-off tilts.

- The system runs through a hierarchy of rules that pick and weight assets in groups. It splits exposure into risk-on assets (broad equities/leveraged equities), volatility hedges, safe havens, and bonds. - Mean-reversion: it uses a 10-day RSI (a momentum/overbought-oversold gauge) on a major market proxy (like QQQ or SPY). If signals indicate extreme conditions, it tilts toward hedges (e.g., VIX-related ETFs) or away from stretched positions. - Momentum: it checks if prices are above a 25-day moving average to confirm continuation of a trend; if not, it reduces risk and/or increases hedges. - BondSignal: it compares bond-related signals (and sometimes the yield curve) to stock signals. When bonds look stronger than stocks or the yield curve inverts, the portfolio tilts toward bonds or safer assets. - Safe havens: assets like gold (GLD), defensive sectors (XLP), and a managed-futures ETF (DBMF) form a base(bucket) to dampen risk. - Volatility hedges: UVXY, VIXM, SVXY appear in the mix to dampen downside during spikes in fear; the rules often pick a small number of hedges (top 2) based on volatility or recent performance. - Rebalancing: weights are dynamic and drawn from multiple sub-groups, with common targets around the 5–85% range across groups. - Style and risk controls are embedded through “Shared Versions” backtests that tune risk metrics like drawdown, downside, and drift to shape the final rules.

Dynamic, hedged multi-asset strategy targeting higher growth than SPY. OOS annualized return ~40.7% vs ~23.6% for SPY, with diversification and volatility hedges reducing downside; but expect larger drawdowns and a lower risk-adjusted return.