A fast-moving, rule-based tactical strategy that rotates among a wide set of stock ETFs, leveraged bets, and volatility/defense plays. It uses momentum and volatility signals to pick top/bottom assets within multiple baskets (including risk-on, risk-off, and defense themes) and rebalances daily to chase big gains while attempting to hedge downside.

- The strategy continuously scans a large pool of ETFs and levered funds, looking for signals that suggest which assets are likely to rise in the near term. - It forms several “baskets” (groups of assets) with specific themes such as risk-on growth, risk-off safety, defense in rising-rate environments, and volatility plays. - Within each basket, it picks assets using momentum and strength signals (for example, “top” performers or “bottom” performers based on short windows) and applies simple filters so only the strongest ideas are bought. - It uses both traditional stock exposure (SPY, other broad market or foreign ETFs) and specialized bets (leveraged bulls like TECL, SOXL; inverse/volatility bets like UVXY, SQQQ) to capture different market regimes. - The system often combines price-based signals (moving averages, price relative to a moving average) with volatility triggers (e.g., UVXY levels) to switch into or out of risk-off trades. - It rebalances daily, adjusting weights and possibly swapping assets to keep exposure aligned with the current signals. - The design aims for big upside in favorable markets but acknowledges higher potential drawdowns in risk-off or choppy markets. It’s not a single indicator approach; it’s a tapestry of conditional decisions across many assets.

Out-of-sample: ~49% annualized return vs ~23% SPY; Calmar ~1.01. A diversified, momentum-driven, multi-basket strategy with selective leverage to seek big upside. Higher drawdowns possible, but potential for superior upside vs S&P 500.