A daily, rule-based portfolio that picks a small number of equity and bond ETFs using price and momentum signals, with volatility hedges (like VIXY and BIL) for risk-off periods. It updates whenever the underlying indices change their components.

In plain terms: every day the strategy looks at a broad list of stocks and bond-related ETFs. It asks a series of yes/no questions (like: is this ETF’s price trending up over a short window? is its momentum stronger than others? is volatility rising or falling?) and only if a condition is met does that ETF become eligible. Eligible assets are then ranked by how much money they have made on average over a certain period, and the top 2 (or top 3 in some parts) are chosen to hold that day. The selection splits into groups (Equities, Bonds, and Risk‑Off/Hedges). If risk signals are high, the model leans toward hedges (VIXY and short-term Treasuries via BIL) and/or protective positions; if signals are favorable for growth, it leans toward the strongest equity bets (including some leveraged equity ETFs for amplified exposure). The rule set includes both price-based signals (price versus moving averages) and momentum signals (moving-average return, RSI-like checks). The entire structure is built to adapt when the index components change: if the indices your ETFs track shuffle their members, the strategy re-runs its checks to see which ETFs should be included or excluded, ensuring the portfolio reflects current index makeup. The daily rebalance means positions can change day to day, potentially rotating into new ideas as the signals flip. The end result is a compact, flexible portfolio that tries to capture upside in equities while using hedges to cushion drawdowns, all updated to reflect the latest index composition. Important notes for a layperson: the tickers mentioned are funds that track or proxy broad markets or market themes; some are leveraged (more aggressive) or inverse (betting against), which increases both potential gains and risk. The goal is to maintain a small, refreshed list of holdings that aligns with current market signals rather than staying fixed for long periods.

Dynamic rule-based ETF mix with hedges adapts to index changes, aiming for outsized upside and solid risk-adjusted returns. OOS annualized return ~92%, Calmar ~2.20, Sharpe ~1.20. Daily rebalance seeks growth while hedging drawdowns vs the S&P 500.