A daily, multi-asset rotation that uses momentum and trend signals (RSI, moving averages) to tilt between equities, leveraged exposures, and hedges, with KMLM and SGOV as key anchors. It aims to ride uptrends while hedging or cashing- out in risky regimes.

- It rebalances daily, choosing among a pool of ETFs and leveraged/defensive instruments. - Core signals are momentum (RSI) and trend (moving-average relations). If momentum is not extreme and price is above a long-term moving average, the strategy tends to favor equities or bullish/long-belt exposures. - If momentum is high (RSI around 79 or more) or price drops below trend signals, it shifts toward hedges or cash (e.g., SGOV for safety, SHV/VXZ for hedging, or outright cash). - There are two large rotation rails labeled Bull and Bear. The Bull rail pushes more aggressive long exposures; the Bear rail favors hedges and bond-like assets. The system chooses which rail to follow based on the current signals. - KMLM and SGOV act as anchors in several decision branches. When conditions around KMLM (and related SMA/RSI checks) are favorable, the algorithm will tilt toward KMLM-linked rotations; in other branches it will defer to SGOV and other safer assets. - The logic uses a variety of screens (relative strength vs peers, moving-average price vs current price, and short-term vs longer-term momentum) to pick top assets and construct a diversified short- to intermediate-term exposure. - Cash is used as a risk-control lever: weights are reset to cash when risk is deemed too high, then re-allocated as signals improve. Overall it’s a dynamic, rule-based asset-allocation engine rather than a single constant-position strategy.

Out-of-sample, this strategy targets stronger growth with controlled risk: Sharpe ~1.54 vs ~0.96, annualized return ~49% vs 17% for the S&P, and a lower max drawdown ~12.4% vs ~18.8%. A regime-aware rotation, not a static market bet.