A daily, rules-driven momentum rotation among leveraged tech/volatility ETFs and cash/short-term Treasuries, selecting one frontrunner per signal group (via RSI/strength and recent returns) and shifting to safety when signals fade. High risk/high reward, very active, uses hedges like UVXY/VIX-related products and keeps BIL as cash.

- The system runs every trading day and looks across many asset groups to find clear frontrunners. - It uses momentum and strength checks on market proxies (like SPY and QQQ) and on specific sectors (SOXX, SOXL, TECL, TQQQ) to decide which assets look strongest or weakest. - Signals rely on RSI (a simple momentum gauge) and related strength comparisons, often with thresholds (for example, RSI above 80 or below 32) to mark overbought or oversold conditions. - In many groups, after a signal fires, the model ranks candidates by recent performance (e.g., 9- or 10-day cumulative return) and buys the top or bottom pick (often one asset per group). - The strategy also uses short-term cash proxies (like BIL) as the default holding when no strong frontrunner is found, effectively keeping a cash reserve during uncertain regimes. - It includes hedges and volatility plays (UVXY, VXX, VIXY, SVXY) as separate blocks when momentum or market stress meets certain criteria, occasionally scaling exposure or switching between hedges and equity bets. - The overall objective is to hold only the strongest, clearest signals (the frontrunners) and to switch away quickly if the momentum signal fades, with daily rebalancing driving the turnover. It’s a high-turnover, high-variance approach that seeks to exploit short-term momentum while trying to limit losses through hedges and cash.>

Strong risk-adjusted edge: OOS Sharpe 3.40 vs SPY 2.24, Calmar 7.69, drawdown 1.47% vs 5.07%, beta ~0.21. Daily frontrunner rotation with hedges and cash aims for steadier, lower-risk gains vs the S&P 500.