A daily, multi-asset rotation strategy that chases momentum in select leveraged equity bets while layering hedges (short-duration Treasuries, volatility proxies, gold) to limit risk.

A daily, rule-based system examines dozens of momentum and strength signals across a wide set of assets. If signals align, it assigns weights to the chosen assets (often heavy on leveraged equity bets like TQQQ/TECL/SOXL) and includes hedges (BIL, UVXY, VIXY, GLD) to manage risk. The strategy uses windows (e.g., 10- and 20-day lookbacks) and RSI-style checks to decide which groups to invest in and how much. It composes portfolios from blocks (WAM V2, WAM V3, NOVA, etc.), then scales or shifts allocations daily. The aim is to ride momentum in growth areas while using hedges to reduce drawdowns in volatile markets. In plain terms: it watches a lot of signals, tilts toward the strongest themes, and uses cash-like and volatility/commodities hedges to guard against bad markets.

Out-of-sample edge: Sharpe 2.74 vs SPY 2.52; alpha +0.76; beta ~0.78; Calmar 8.45; annualized return 147% vs SPY 29.85%. Momentum+hedges target higher upside with disciplined risk.