Maximum Overdrive is a daily, momentum-driven strategy that picks a single asset from two asset pools (one defensive, one leveraged equity-focused) based on RSI momentum signals, with a two-path decision tree and a final fallback. It’s highly aggressive and aimed at riding the strongest trend, but can incur sizable losses in down markets.

What you’re trying to do: every day, put all your money into a single asset that looks strongest based on momentum. Two pools of assets are evaluated. Pool A includes more defensive or diversified proxies (examples: BTAL – a market-neutral fund, VBF – a bond fund, VDC – consumer staples, UGL – gold 2x). Pool B contains leveraged equity ETFs (examples: SPXL 3x S&P 500, TQQQ 3x Nasdaq, CURE 3x healthcare, UDOW 3x Dow, UTSL 3x utilities, WANT 3x discretionary, ERX – energy, etc.). Within each pool, the assets are ranked by a momentum measure (RSI, a score that goes up when prices have risen recently). The algorithm looks for the “top” asset in Pool A using an 8-day RSI; if a gate condition involving a volatility proxy (UVXY) is met, it selects the strongest asset from Pool A. If that gate isn’t passed, it checks Pool B and again picks the strongest asset within that group by RSI (8-day window). If the Pool B path also isn’t satisfied, there’s a final fallback that considers a tiny sub-set (including BTAL and SJB) and, in that case, might pick the weakest momentum asset (bottom 1) as an alternate stance. Rebalancing happens daily, and the intended outcome is to hold just one asset at a time (with a cash reserve) to capture the day’s strongest momentum move while limiting multi-asset diversification. The overall risk profile is high, as reflected by the historical drawdown note (about 28% since 2018).

Out-of-sample annualized return ~35.7% vs SPY 29.2%; Calmar 1.08 signals solid risk-adjusted upside. Daily momentum across pools targets the strongest trend with a cash reserve—expect larger drawdowns (~33%) in bad markets.