A daily, rules-based mix of stocks, bonds, gold, and hedges that rotates into the strongest momentum signals while keeping diversification and risk controls, including volatility hedges, to adapt to changing market regimes.

- It looks at a large set of assets across stocks, bonds, commodities, and hedges. Each asset is evaluated using simple tests: is its price above a recent moving average (trend is up)? is its recent price momentum strong compared with others? is its price currently above or below a recent reference (like a moving average) and does it meet certain thresholds?- The rules are organized in groups (like Ballast Redux, Safe Sectors or Bonds, EM leverage, Vol Hedge Logic Group, Market Trajectory, etc.). Each group has its own criteria and weight, and the system then picks the strongest assets within that group (top N) based on a momentum/return score over a window (often 10–20 days).- Some parts of the rules try to hedge risk: you’ll see hedges like UVXY (volatility instrument), GLD (gold), UUP (dollar index), and various bond or cash-like ETFs used as “safe” or defensive holdings. There are checks that compare current performance to past performance (moving-average price, moving-average return, cumulative return), and some branches trigger a defensive posture if risk metrics (like drawdown) look unfavorable.- The final allocation weights come from a combination of sub-group weights and top selections. The design favors diversification across asset classes and includes both long positions and hedges. It’s rebuilt frequently (daily) so the portfolio posture can shift with market regime.- In short: it’s a complex, rules-based asset allocator that tries to ride trends in stocks, bonds, and commodities while dialing in hedges and safe positions when risk rises. It uses familiar concepts (moving averages, momentum, and relative strength) but expressed across a broad, nested decision map that controls what to own and how much to weight it at any given time.

A daily, rules-based multi-asset strategy that rotates into the strongest momentum while hedging risk. Out-of-sample annualized return ~189% vs S&P ~65%, with broad diversification and regime-adaptive risk controls.