  This paper introduces a novel robust trading paradigm, called
\textit{multi-double linear policies}, situated within a \textit{generalized}
lattice market. Distinctively, our framework departs from most existing robust
trading strategies, which are predominantly limited to single or paired assets
and typically embed asset correlation within the trading strategy itself,
rather than as an inherent characteristic of the market. Our generalized
lattice market model incorporates both serially correlated returns and asset
correlation through a conditional probabilistic model. In the nominal case,
where the parameters of the model are known, we demonstrate that the proposed
policies ensure survivability and probabilistic positivity. We then derive an
analytic expression for the worst-case expected gain-loss and prove sufficient
conditions that the proposed policies can maintain a \textit{positive expected
profits}, even within a seemingly nonprofitable symmetric lattice market. When
the parameters are unknown and require estimation, we show that the parameter
space of the lattice model forms a convex polyhedron, and we present an
efficient estimation method using a constrained least-squares method. These
theoretical findings are strengthened by extensive empirical studies using data
from the top 30 companies within the S\&P 500 index, substantiating the
efficacy of the generalized model and the robustness of the proposed policies
in sustaining the positive expected profit and providing downside risk
protection.
