A multi-strategy trading system that rotates between aggressive stock bets, bonds, volatility hedges, and cash-like assets based on recent market strength, weakness, trend, and risk.

This is a ‘manager of managers’ strategy: it splits money across several mini-strategies and lets each one react to market conditions daily. It mainly watches whether stocks, tech stocks, bonds, and volatility have recently moved up too fast, down too fast, or are trending steadily. If markets look strong, it may buy aggressive funds tied to tech or the S&P 500. If markets look shaky or overheated, it shifts toward safer holdings like short-term Treasury funds, bond funds, gold, the U.S. dollar, or hedges that can rise when stocks fall. A key tool it uses is RSI, which is just a score of how stretched a price move has been lately. Very high RSI means ‘this has run up a lot recently’; very low RSI means ‘this has fallen a lot recently.’ The strategy uses that to decide when to chase trends, when to bet on a bounce, and when to step aside.

Out-of-sample, this strategy beats the S&P on risk-adjusted return: Sharpe 1.74 vs 1.16, Calmar 2.16, max drawdown 8.3% vs 18.8%. Diversified, risk-managed bets across stocks, bonds and hedges for steadier gains.