An aggressive momentum strategy that repeatedly buys the strongest leveraged stock-market funds, keeps a smaller hedge sleeve in bonds/commodities/currencies, and trims the roughest positions using inverse-volatility sizing.

Every 5 trading days, this strategy looks for the strongest recent performers across a basket of very aggressive funds tied to tech, chips, banks, biotech, housing, energy, overseas stocks, and even Bitcoin. It checks performance over 4 time periods (about 1, 4, 10, and 12 months), picks the leaders, and gives the “risk” side extra emphasis by repeating it three times. It also keeps a smaller “ballast” side—Treasuries, commodities, and currency trades—to act as shock absorbers. Finally, it reduces position sizes in the bumpiest holdings and gives more to the smoother ones.

Dynamic momentum strategy rotates top leveraged leaders with ballast hedges. Out-of-sample: ~13.7% annualized return, Sharpe ~0.64, Calmar ~0.39. Diversifies risk and aims to complement the S&P 500 with momentum-based upside and downside protection.