An aggressive, all-weather, rules-driven strategy that rotates daily among levered stock bets, defensive sectors, bonds (1x and 3x), commodities, and USD/volatility hedges to chase trends and protect on crashes.

- The portfolio is split into sleeves (stocks, bonds, commodities, and currency/volatility hedges). Each sleeve has a set of candidate assets (mostly ETFs, including levered and inverse types) and a rules-based gate to enter/exit. - The system runs signals daily using simple momentum and price tests: relative strength (how well an asset has performed vs a reference), moving-average comparisons (is price above/below a longer-term trend), and cumulative return checks (how well an asset has done recently). - Depending on signals, it chooses a selection of assets (often a small number) and assigns weights so the overall mix tilts toward either risk-on (bullish, levered equity plays) or risk-off (defensive sectors, bonds, cash, USD hedges, or commodities). - Levered ETFs (e.g., SPXL, TQQQ, SOXL, UPRO, TECL, SPUU, QLD) are used to magnify moves when the model believes there is a strong trend. Inverse or hedging instruments (e.g., SDS, SQQQ, TV via TMF/TMV/TYD, UVXY, USDU) are used to dampen risk or hedge volatility during downturns. - The model explicitly rotates among macro themes like “Risk ON – Bullish Market Conditions,” “Risk OFF – Rising Rates,” and “Bear Trap/Crash Protection” clusters, choosing assets with the best recent signals (e.g., top/bottom RSI, best cumulative return). - All allocations are done daily; cash-like positions use short-term Treasuries or equivalents (BIL, SHY, SUB) to keep liquidity when not fully invested. - The strategy also builds in defensive fund surf (a pool of sector ETFs and anti-beta funds) to shield during stress and to rebalance into defensives when risk metrics spike. - In short, it’s a dynamic, all-weather framework that tries to ride trends with leverage when favorable, and to shift into hedges and defensives when risk grows. Costs, tax effects, and the risk of large drawdowns are important caveats given the heavy use of levered vehicles.

Compelling value: Out-of-sample annualized return ~37.6% vs SPY ~23.3%, with a Calmar ratio ~1.31 signaling superior risk-adjusted performance; dynamic leverage plus hedges target trends while seeking downside protection.