A daily, rule-based tactical engine that rotates a single, fully-weighted position among a broad set of leveraged, inverse, and volatility ETFs (e.g., SOXL, TECL, TQQQ, SPXL, SQQQ, UVXY, TMF, TMV, etc.) based on moving-average and momentum signals, volatility cues, and regime checks. It uses risk-off baskets and defense ideas to hedge when signals flip, aiming for big upside in trends but accepting large potential drawdowns due to leverage and volatility.

What it tries to do, in plain language: 1) Every trading day, it runs a big checklist to decide what market state we’re in (is the market strong, weak, overbought, oversold, or choppy). It looks at the S&P 500 (SPY) plus some bond/volatility signals to gauge risk levels. 2) It keeps a large toolkit of potential holdings, mostly leveraged ETFs (3x bulls like SOXL, TECL, TQQQ, SPXL, UPRO), their bear/short counterparts (SOXS, SQQQ, UVXY, TMV, TMF, etc.), and some less-popular assets (international ETFs, commodity proxies, and small-cap/alternative bets). 3) It ranks or filters these candidates using momentum and price-change rules (examples: how fast they’ve been rising lately, how their price compares to moving averages, or how they’ve performed over the last few days). It may compare an asset’s momentum to a broad market proxy (often SPY) or to a bond/funding proxy (like BIL, SHY, IEF, TLT). 4) It chooses one instrument to hold and assigns the entire capital to it (weight 100/100). The selection is guided by “bottom/top” rules and a suite of filters (relative strength, moving-average returns, cumulative returns, etc.). 5) It rebalances every day, so the position can move to a different asset as signals change. 6) There are explicit defensive groups that kick in under risk-off signals (e.g., move into TMF/TLT/GLD or cash-based short/bear hedges), or into volatility-linked positions (UVXY/VXX) when risk spikes. 7) The exact flow includes several nested “if” branches and special group names (Bear Market, Defense, A.B, B.A, etc.), but the core idea is consistent: detect regime, pick the strongest momentum/mover among a set of long and hedged/defensive ETFs, and ride it with full allocation until the regime shifts. The strategy is extremely aggressive, relies on leverage and volatility exposures, and is designed for a trader comfortable with large drawdowns during adverse periods.

Out-of-sample annualized return ~39.4% vs ~22.3% for the S&P, with beta ~0.49 and Calmar ~1.18. A daily, regime-driven, leveraged strategy that targets big trend gains while using hedges to manage downside—potentially stronger than the S&P.