A daily-rotating, levered-momentum regime strategy that alternates between top sector bets (tech/semis), volatility hedges, bear/short plays, and defensive assets based on RSI and moving-average signals, using a large ETF roster and 3x levered exposures for big potential moves—with frequent rebalancing and heavy risk-management overlays.

Think of it as a daily decision tree that can pick one or many high-momentum bets from a big menu of funds. When the market looks strong, it often chooses 1 top bet (like a 3x bull on tech or semis) and weights it fully. When risk rises, it shifts into hedges (volatility funds like UVXY/VIXY) or into defensive assets (short-bias or treasury/cash proxies). It uses signals such as RSI (overbought/oversold indicators on the market), moving-average performance, and price relationships (is SPY above or below its own long-term trend) to decide which theme to run and which asset within that theme to own. Each day it re-evaluates and rebalances, picking the best candidate according to the rules and assigning weights (often fully to one asset in a branch). The intent is to ride large moves with leverage when the view is favorable, while trying to protect capital with hedges and defensive exposures when indicators warn of risk. It’s a dense, rule-heavy system rather than a single simple signal, so understanding dynamics requires tracing a few key decision points: (1) risk-on/monthum bets (SOXL/TECL/SPXL/TQQQ, etc.), (2) volatility hedges (UVXY/VIXY), (3) bear/short-like plays (SQQQ, SOXS, SPXU), (4) defensive assets (TLT/TMF/SHY/AGG/BIL/GLD/UUP/UCO/DBC), and (5) regime checks using RSI and moving averages to switch among these blocs.

Levered momentum with regime-rotation and hedges aims for outsized upside. Out-of-sample: ~63.6% annualized return vs SPY ~22%, Calmar ~1.52—strong growth with risk control. Note: drawdowns can exceed ~41%.