Daily-rebalanced, multi-asset, anti-beta strategy aimed at lower volatility. It moves across bonds, cash proxies, equities, volatility hedges, and futures-like assets based on a deep, rule-based decision tree using RSI, momentum, and moving-average signals to pick a small set of assets with allocated weights. The goal is reduced drawdowns with selective upside through regime-aware hedging and leveraged exposures.

- Every day, the system scans a large set of rules to decide which assets to hold. It uses momentum and trend signals (RSI and moving-average tests) plus volatility regime checks to steer exposure among bonds, cash proxies, equities, volatility hedges, and futures-like strategies. - When a group’s conditions fire, it allocates 100% of the allocated capital to the assets in that group (or distributes the weight across a subset with equal cash weights within that group). - The design emphasizes hedging against market stress (via volatility-related ETFs and anti-beta bets) while keeping the door open to upside in calmer times through selective equity and futures exposures. - The投资 universe includes a mix of standard ETFs (SPY, QQQ, UPRO, TQQQ, SDS, SQQQ), treasury/bond proxies (BND, BIL, SHV, IEF, TLT), volatility products (VIXY, UVXY, SVXY, SVIX, VXX), commodity/energy plays (DB C, USO, XLE, DIG, DUG, FC G), and futures-oriented funds (KMLM and other “MBR” style tickers). The exact position on any given day is the result of a long, nested decision tree designed to capture many market states. - Risk controls implicitly come from the heavy use of hedges and lower net long equity exposure in regimes signaled as dangerous; leverage is used selectively in some legs, so this is inherently more volatile than a plain diversified stock/bond mix if not managed carefully.

Out-of-sample return: 39.4% vs SPY 37.9% with a high Calmar (~5.35) and lower beta from regime-aware hedging. Diversified multi-asset exposure aims for steadier upside and better risk-adjusted performance than the S&P 500.