A cash-equal, multi-strategy system that blends leveraged long bets (tech/semis and sectors), selective short hedges, and macro tilts across bonds and equities. It uses short-window momentum and volatility screens to pick a small set of ETFs, with no automatic rebalancing and a K-1 Free ETF lineup.

- The strategy splits capital evenly across several sub-strategies (cash-equal weighting). - Short hedges: When a short-term momentum signal signals weakness, the system can pick one of a few bear or ultra-bear ETFs (e.g., TMV, SQQQ, SOXS) to take a protective short exposure. - Dip Buy (long tilt): From a pool of bull/momentum ETFs (e.g., TQQQ, SOXL, TECL, UPRO, UDOW, etc.), it selects the 3 least-volatile, or lowest-variance, assets based on a moving-average momentum screen and then funds them. - WAM Collection: A macro/tilt module that trades two assets from a set of sector and leveraged ETF bulls/bears based on a momentum/RSI-like comparison between bonds and equities (e.g., selecting assets with the two strongest low-volatility momentum signals when bonds outperform stocks on a 15-day lookback). - V1a Stupid Bot: A risk-management/sector-tilt module that targets 3 assets from a pool of major sector ETFs (XLK, XLV, XLU, XLP) and short/hedge proxies (SH, PSQ) by selecting the least volatile/highest momentum options over a 21-day window, then weighting them to capture modest upside with controlled risk. - 10d SCHZ vs. 10d URTY: A risk/tilt module comparing short- and long-duration fixed-income/alternative exposures against a bear-equity proxy to decide on two assets that best reflect the current risk tilt, using a 15-day lookback to choose the pair. - All modules feed into a final portfolio where each module’s weight sums to the total, with overall cash weighting kept balanced (e.g., 100 total units distributed as 90/8/2 split across modules, etc.). - Rebalancing is set to none in the setup, meaning positions are not automatically rotated on a strict schedule; instead signals trigger entry/exit within the existing framework. The ETF lineup covers U.S. equities (including tech/semiconductors), sector bets, bonds (short and long duration), and currency/alternative hedges via leveraged instruments. Overall, the system aims to capture upside in favorable regimes (tech/semis, bulls) while providing hedges or risk-off signals when momentum deteriorates, all without heavy reliance on a single indicator or market timing method.

Out-of-sample edge: Sharpe 1.55 vs SPY 1.25, Calmar 2.55, and outsized ~112% vs ~20% returns. A cash-equal, multi-strategy approach with hedges and levered longs to capture upside with risk control. Higher drawdown, but stronger risk-adjusted payoff.