A daily-rebalanced, multi-asset, trend-following portfolio that targets major uptrends across commodities, gold, bonds, equities, the dollar, and staples, while using cash-like hedges for risk control. It prioritizes equities (40%), with 10% allocations to each of the other seven groups, and employs moving-average and momentum checks plus a Bear Market protection module to adapt to changing markets.

- The portfolio is made up of seven asset groups: Commodities Macro Momentum, GLD Macro Momentum, IEF Macro Momentum, TLT Macro Momentum, Equities Momentum, U.S. Dollar, and XLP Easy Money. Each group has its own signal rules for when to own the asset or switch to a cash-like alternative (SHV). - Cash-like default: If a group’s signal does not favor the target asset, the group selects SHV as a safe placeholder until conditions improve. - Trend signals (moving averages): For most groups, a shorter-term moving-average price must be above a longer-term moving-average price (e.g., 50-day MA > 100-day MA) in addition to a second longer-horizon check (e.g., 100-day MA > 252-day MA) before allocating to that asset. This is a simple way to confirm an uptrend across multiple time horizons. - Momentum signals (RSI/relative strength): Some groups also apply momentum gauges (like RSI) to corroborate stronger price momentum before committing to the asset or to switch to safer assets if momentum deteriorates. - Equity engine is the largest piece (40%): It uses a multi-layer decision tree to decide which equity-related asset(s) to hold (e.g., QQQ, SPY, XLK, SMH) and includes hedges (PSQ, QLD, QID) to protect against downturns and to exploit potential upswings in different tech/semiconductor sectors. - Bear-market/Sideways protection: Within Equities Momentum there is a dedicated Bear Market/Sideways module that can tilt the portfolio toward cash-like hedges or safer equities (e.g., SHV, PSQ) when signals indicate possible bear or sideways markets. This creates a defensive backbone for adverse regimes. - Rebalance frequency: The scheme is daily-rebalanced, meaning signals are refreshed each trading day and weights adjusted accordingly. - Weights: If a group’s signals fire, it contributes its designated weight (each non-equity group is 10% of the total, while Equities Momentum carries 40%). The total adds to 100% when all groups are active. - Tickers and roles: Each ticker is a liquid ETF proxy for its asset class (e.g., DBC for commodities, GLD for gold, SHY/SHV for short Treasuries, IEF for mid-term Treasuries, TLT for long Treasuries, QQQ for Nasdaq equities, SPY for broad market, XLK for technology, SMH for semiconductors, UUP for the dollar, XLP for consumer staples). - Goals and caveats: The strategy aims to ride major uptrends while reducing risk during downturns. It can be complex and may underperform in strongly trending markets that don’t align with its signals, or during rapid regime shifts where signals lag prices. Taxes and trading costs are also considerations in a daily-rebalanced framework.

Out-of-sample Sharpe ~2.00 vs SPY ~1.32, max drawdown 8.7% vs 18.8%, beta ~0.36, Calmar ~1.90. Diversified, trend-following strategy with hedges delivering stronger risk-adjusted growth and downside protection vs the S&P 500.