We consider non-neutral models for unlinked loci, where the fitness of a chromosome or individual is not multiplicative across loci. Such models are suitable for many complex diseases, where there are gene-interactions. We derive a genealogical process for such models, called the complex selection graph (CSG). This coalescent-type process is related to the ancestral selection graph, and is derived from the ancestral influence graph by considering the limit as the recombination rate between loci gets large. We analyse the CSG both theoretically and via simulation. The main results are that the gene-interactions do not produce linkage disequilibrium, but do produce dependencies in allele frequencies between loci. For small selection rates, the distributions of the genealogy and the allele frequencies at a single locus are well-approximated by their distributions under a single locus model, where the fitness of each allele is the average of the true fitnesses of that allele with respect to the distribution of alleles at other loci.