A high-risk, rules-based, multi-asset strategy that rotates among leveraged and traditional ETFs (across tech, EM, gold, real estate, bonds) using momentum and trend signals, with daily rebalancing and built-in hedges.

- The system runs every trading day and scans a wide list of ETFs (including SPY, QQQ, TQQQ, SPXL, UVXY, UGL, GLL, TLT, TMF, TMV, DRN, EEM, IWM, GLD, SQQQ, etc.). - For each theme, it checks if the price is above its long-term trend (roughly a 200-day average) and whether momentum is strong using RSI signals over short windows (e.g., 10 days) to decide buy/hold vs. hedge. RSI is a momentum gauge that helps identify overbought or oversold conditions. - Within each theme, the strategy filters candidates (e.g., top performer by RSI or price action) and assigns a weight to the chosen asset. The weights follow a “Golden Ratio” style scheme, with some groups weighted more heavily than others (i.e., some themes get larger allocations). - The final portfolio is a blend of the selected assets across all groups, rebalanced daily to hit the target weights. - The approach uses leverage selectively (e.g., 2x or 3x exposure) to amplify moves, and it includes hedges via volatility-related ETFs when risk signals worsen. - The overall aim is to be long the strongest themes in uptrends, and to hedge or reduce risk when momentum fades, with a disciplined but complex set of rules governing entries, exits, and allocations.

High-conviction, multi-asset momentum with hedges offers superior risk-adjusted returns vs SPY. OOS Sharpe 2.28 vs 1.41; beta 0.46; Calmar 4.95; annualized return ~89.6% vs SPY ~29.3%.