An aggressive, daily-rebalanced suite of momentum-based bots using levered ETFs (SPXL, TQQQ, SOXL, SPY, QQQ, etc.) with hedges (UVXY, GLD, USDU, TMF, TLT) and cross-asset signals. It aims for strong up moves in trends but carries high risk from leverage and complex decision paths across many assets.

The system runs many small decision trees (bots). Each bot watches a levered asset against a benchmark or a hedge using momentum signals (primarily RSI and related rules) and looks for thresholds that indicate a strong uptrend or cooling-down phase. If the momentum is strong, the bot buys or increases exposure to levered long bets (like SPXL, TQQQ, SOXL). If momentum weakens or risk indicators rise, it shifts toward hedges (like UVXY, TMF, GLD, USDU, BIL) or into less risky assets. The bots are grouped (SPY, QQQ, SMH, etc.), and within each group there are “Double Pop” checks—two momentum confirmations before committing more weight. The whole portfolio rebalances every day, distributing capital across these bots according to their signals. The goal is high upside from trending markets while using hedges to limit losses, but the price is higher risk and bigger drawdowns during downturns or sudden spikes in volatility.

Aggressive momentum strategy with hedges that aims to beat the S&P. Out-of-sample: 35.49% annualized vs 20.81% for SPY; Sharpe 1.34 vs 1.31; Calmar 1.55. Note: max drawdown higher (~22.87% vs 18.76%), offset by hedging.