A daily, rules-based, multi-asset, levered ETF strategy that rotates between tech/semis bets, volatility hedges, and bond/cash ballast to chase upside and guard against reversals.

The strategy runs every day and builds a single overall position by selecting among several themes. Each theme contains a small pool of ETFs that tilt either bullish or bearish on tech, semiconductors, Nasdaq, volatility, or bonds. Signals guide which theme is in control and which specific ETF within that theme gets the allocation. Common signals include: (a) oversold/overbought conditions in tech/semis or Nasdaq via momentum indicators, (b) short-term momentum of the Nasdaq proxy (like TQQQ) versus a bond proxy, (c) relative strength between assets to pick the strongest performer within a group, and (d) simple checks against volatility or bond signals. Depending on these signals, the system may place all exposure into a single group (e.g., a bullish SOXL/TECL tilt), switch to a bearish/volatility-heavy stance (UVXY, SOXS, TECS, HIBS), or adopt a blended Stocks/Bonds posture (mixing TECL/SOXL with SHV, TMF, EDV, etc.). The allocation within a group is often 100/0, but some blocks use a split (e.g., 68/32 or 30/70) to balance risk. The approach emphasizes rapid reaction to market regime shifts and uses a combination of mean-reversion and momentum concepts, with a bias toward leveraging tech and Nasdaq exposure when signals align and hedging or diversifying into bonds and volatility when not. Note: the system relies on leveraged ETFs, so sizable volatility, compounding, and costs are expected. In short: daily signal-driven tilts between bullish tech/semis, bearish hedges, and a bond/cash ballast, with occasional aggressive splits to chase short-term momentum and reversals.

Out-of-sample, daily rules-based ETF strategy rotating tech/volatility/bonds to chase upside and guard reversals. OOS Sharpe ~1.10 vs SPY ~0.92, lower drawdown (~17.8% vs 18.8%), negative beta, Calmar ~2.62, ~46.6% annualized.