A big, rule-based rotation strategy that picks a small set of ETFs across stocks, bonds, gold, and volatility, using momentum, volatility, and risk filters to allocate weights (including leverage) and rebalance to ride rotations while hedging risk.

- Universe: many ETFs covering stocks, bonds, gold/commodities, and volatility. Examples include SPY, QQQ, IWM, XLK, GLD, GDX, UVXY, VIXY, TLT, BND, SHV, UUP, among others. - Beams and tests: assets are sorted into beams (theme groups). Each beam contains a chain of tests: (a) compare current momentum or performance over a window (cumulative-return or moving-average-return) to another reference or threshold; (b) check volatility or risk metrics (standard deviation-return, maxdrawdown); (c) apply an RSI-like momentum rule or a price vs. moving average comparison; (d) optionally group assets into “top” or “bottom” subsets and assign weights. - Selection: when assets pass the beam’s tests, the system picks a small number (often the top or bottom 1-3) and assigns weights that sum to the beam’s target. The weights are expressed in percentages, and levered ETFs may be used to increase exposure (e.g., 2x or 3x). - Rotation and hedging: the strategy rotates across asset classes (stocks, bonds, gold, volatility). It includes hedges (gold and volatility-based products) to dampen drawdowns during risk-off periods. - Risk controls: many beams contain risk filters (e.g., max drawdown checks, volatility thresholds, and strict eligibility tests) to avoid excessive risk concentration. - Rebalance cadence: the framework is designed for frequent rebalancing (often daily or on a short window) to reflect the latest signals and risk state. - Output: a discretionary, rule-based allocation across the included ETFs, with weights and sometimes levered positions to tilt risk and potential return.

Out-of-sample, this rule-based ETF rotation delivers 22.06% annualized return vs SPY’s 21.20%, a Calmar ~6.82, and negative beta, offering stronger risk-adjusted performance and diversification via hedges (gold/vol) with controlled drawdowns.