A rules-based, momentum-driven system that toggles between Bull and Bear tilts using moving-average and RSI signals, selects a small set of ETFs (long/levered for upsides, inverse/hedges for downsides) plus cash ballast, and uses a KMLM overlay to guide exposure. It aims to ride uptrends while limiting losses with hedges and cash.

How it works, in plain language: - It has two modes: Bull and Bear. Each mode decides what to own based on recent price action and momentum. - Bull mode tends to favor assets that rise when markets go up, plus a cash cushion. It screens a small set of ETFs (including a cash surrogate) and picks the one(s) that look strongest on momentum signals. - Bear mode flips to assets that tend to perform well when markets fall or volatility spikes (inverse or hedged exposures). It also uses a small set of ETFs and selects the weakest performers (or strongest hedges) to own, reducing risk exposure. - Signals come from simple, short-term rules: moving-average relationships (is current price above or below a short-term average) and momentum measures like RSI (a speed/strength gauge) over recent windows (roughly 10–15 days). There are also cross-checks across major sectors (like energy vs tech vs semiconductors) to tilt toward the strongest area. - The system uses a cash buffer (BIL) as ballast in some branches, so not all capital is fully invested at all times. - A KMLM overlay is used as part of the decision gate, providing an additional relative-strength check to influence Bull vs Bear selection. - Rebalancing is set to none (no automatic daily/weekly reallocation), with a small tolerance band (0.1), meaning only meaningful signal changes trigger a shift. This favors stability and reduces turnover. - The target outcome is to participate in upside when the market is in an uptrend while maintaining protection via hedges or cash during drawdowns. The result is a rule-based, momentum-driven mix that dynamically tilts between risk-on and risk-off exposures rather than sticking to a fixed stock/bond allocation.

Out-of-sample edge: ~25% annualized return vs ~20% for the S&P, with momentum tilts, hedges, and cash ballast to ride uptrends and limit losses. Note: higher drawdowns (~39%) in adverse periods.