1x MacroHedge Rotator is built for copytraders who want a fully rules-based approach to changing market regimes rather than a permanent buy-and-hold allocation.

The strategy evaluates trend, momentum, relative strength, volatility, and drawdown signals each trading day. Its portfolio is divided between two complementary sleeves:

- **Core market-regime sleeve:** Uses long-term and intermediate trend filters, RSI, semiconductor leadership, and volatility-aware sizing to seek equity participation when conditions are constructive. When conditions weaken, it can rotate toward lower-beta, inverse-equity, or volatility-sensitive positions.
- **Adaptive rotation sleeve:** Compares RSI conditions across a diversified ETF set and rotates among growth, broad-market, sector, managed-futures, inverse-market, and volatility-linked instruments. Oversold conditions can trigger selective recovery exposure, while unusually extended readings can move the sleeve into a defensive basket.

Risk management is embedded in the allocation process. The model monitors a rolling QQQ drawdown, volatility stress, and the strategy’s own equity curve. These controls can override normal selections, reduce aggressive exposure, impose minimum holding or cooldown periods, and stage the portfolio back into the market after a volatility event. A cash reserve and rebalance thresholds are also used to limit over-allocation and unnecessary trading.

The result is a dynamic, multi-regime strategy that seeks to combine upside participation with explicit defensive behavior. It is not designed to stay invested in the same asset at all times, and its holdings may change materially as market conditions evolve.

A hypothetical 4-year, 4 month backtest with expected slippage and fees included positive returns 92% of months, 7.5% max drawdown, 110% compounded annual returns, and 68% winning trades. Backtesting data is hypothetical and it has not been verified by C2.