A daily, signal-driven ETF basket that rotates into a semiconductors-led bullish theme, volatility plays, or hedged/defensive bets, using layered momentum and price tests to pick a single asset (or hedge) each day. High complexity and leverage imply high risk and active management.

The system runs every trading day. It scans a large universe of ETFs (including UVXY for volatility, SOXL/SOXS for semiconductors, SPY and related bonds/funds like TLT, IEF, SHY, BIL, UUP, BTAL, UGL, XLP, AGG, SPXU, etc.). The code is organized as nested groups. Each group weighs assets evenly, then applies one or more tests (momentum tests over 6–20 days, price vs moving averages, and RSI-like momentum checks). If a test is true, the path selects a specific asset (often the top or bottom candidate) and allocates fully to that asset for the day. If a test isn’t met, it moves to alternate assets or hedges within the same group. Many blocks are paired bull/bear ideas around SMH or other themes, with “Pop Bot” blocks using UVXY when momentum indicators exceed thresholds, and “Bear Pop Bot” blocks using bearish semiconductor plays when momentum is weak. There are additional “Future Zero Beta Block” and hedged-bull-market blocks that add exposures like UGL (gold), TMF (long Treasuries), BTAL (anti-beta), and XLP (defensive staples) to reduce risk. The overall design aims to be ultra-tlexible: if market conditions look favorable for a risk-on tilt, it pushes into levered sector plays (e.g., SOXL); if conditions look risky or turbulent, it pivots toward hedges and safer/baler assets. The system emphasizes: daily rebalance, single-asset focus per decision path, and heavy reliance on momentum- and price-based tests rather than long-term value signals. In short: think of it as a daily algorithm that scans many mood-reads of the market and then picks one instrument (or a hedged setup) to own that day, with the choice driven by a complex set of momentum and price tests across a wide ETF universe.

Momentum-driven ETF rotation offers higher growth: ~34.4% OOS annualized return vs S&P 22.3%, Calmar ~1.13, and ~0.14 alpha. Hedges help risk management but expect higher drawdowns (~30% vs ~19%).