A daily, multi-asset, rule-based rotation with leverage and hedging. Momentum/risk signals pick a small set of top exposures (sector/levered ETFs, bonds, hedges) while a KMLM-based switch guides regime rotation; designed to chase leaders and protect against drawdowns.

An automated, daily-rebalanced system that ranks a large mix of assets (equities, sector ETFs, leveraged plays, bonds, volatility hedges, crypto proxies) using momentum and risk signals. It scores assets with momentum metrics (price vs moving averages, cumulative/average returns) and risk filters (max drawdown, volatility proxies). The top assets are loaded with specified weights (often heavy in one or two names), while hedges (UVXY, VIXY) and bonds (TLT, SHY, BIL) provide risk relief when signals indicate stress. The approach includes several thematic blocks (Bull/ Bear rotation, Hedge blocks, Crypto blocks, Foreign exposure) and uses explicit “If/Else” gates to decide whether to tilt toward leverage, add hedges, or reduce risk. A special KMLM-based switch appears to route exposure between rotator regimes (long/short mix vs. more conservative mixes). Overall it seeks to exploit leadership among sectors and levered bets in uptrends while containing downside with hedges and defensive assets. “ ,

Out-of-sample edge: ~49% annualized return vs SPY ~19%, powered by momentum rotations with hedges and leverage. Sharpe ~0.93, Calmar ~1.34—strong risk-adjusted upside, though drawdowns can be larger in stress.