An ETF-only, multi‑strategy momentum system that rotates among dollar plays, bonds, commodities, gold, and semiconductors using RSI and trend filters. It allocates capital across several groups and applies hedges in overextended regimes, aiming for strong growth with controlled drawdown.

- The strategy runs a set of rules (groups) that decide which ETFs to own and how much to allocate to each group. It combines signals from momentum indicators (mainly RSI), trend checks (moving averages), and cross-asset comparisons to rotate into the strongest themes. - A few big themes stand out: dollar strength/weakness plays (UUP/USDU), cash/short duration (BIL), commodities (DBC), gold (UGL), semiconductors (SOXL/SOXS) and broad market themes (SPY, SPHB, XLY, XLV, SMH, etc.). - When momentum looks good, the system tends to push more weight into the strongest sleeves. When momentum looks weaker or risk is rising, it shifts toward hedges or less volatile parts of the menu. - The weights (percent allocations) are explicit, so you end up with a blended portfolio rather than a single mega‑position. Some blocks explicitly call for long semis, some call for hedges, and some call for cash-like exposure. - It uses only exchange-traded funds (ETFs) and levered/inverse variants as vehicles, which keeps liquidity in mind and allows easier implementation. - Backtest notes: The description cites a 3-year annualized return around 154.9% with a drawdown of about 17.2%. Real results depend on execution, fees, slippage, and changes in market regimes. - Important caveats: levered ETFs (like SOXL/SOXS) can amplify both gains and losses; multi‑signal strategies can become complex and may overfit, so beware in live trading and consider starting with a smaller allocation and proper risk controls if you try to implement.

Out-of-sample edge: ~42.7% annualized return vs SPY’s ~22.6%, Calmar ~1.76. An ETF-based, multi-asset momentum system rotating across themes and hedges, targeting higher growth with controlled drawdowns.