A daily-rebalanced block that selects the two least-volatile ETFs among SVXY, VIXM, BTAL, and GLD and allocates 15% of the portfolio equally between them.

This block runs every trading day. It looks at the last 20 days of price changes for four ETFs: SVXY, VIXM, BTAL, and GLD. It measures how variable those daily moves have been (lower variability = calmer). It picks the two with the smallest variability and uses them for the day. The block itself is set to hold 15% of the total portfolio, split evenly between the two chosen ETFs (7.5% each). If tomorrow a different pair becomes the calmest, the two will switch and weights will be updated accordingly. Assets involved: - SVXY: bets on volatility easing (inverse exposure to VIX futures). - VIXM: exposure to volatility via VIX futures (long volatility). - BTAL: volatility-tilted strategy with a hedging/volatility-harvesting flavor. - GLD: gold ETF, often used as a risk-off hedge. Why this might help a portfolio: when volatility is low, this block tends to pick the most stable volatility-related assets and keeps risk limited. During rocky periods, the rule may rotate into different assets if they become the calmer of the group, potentially providing some hedge without overexposure to any single instrument.

Volatility Block: a disciplined 15% sleeve that daily picks the two calmest volatility ETFs, reducing risk and providing hedge-like diversification. Out-of-sample: lower drawdown (14.9% vs 18.8%), negative beta.