A daily-rebalanced, multi-asset, momentum/RSI- and MA-driven strategy that toggles between levered equity bets and hedges across stocks, bonds, USD proxies, and select commodities; built as multiple thematic blocks with top-return filters and automatic cash weighting.

Every day the system scans momentum and trend signals across a broad set of assets (stocks, bonds, USD proxies, and a few commodity-like ETFs). It computes RSI and moving-average checks to judge whether risk should be taken (Bullish) or reduced (Bearish). Assets are then pulled into themed blocks (Bullish, Bearish, Bond Market Check, TMS Hedged, etc.). Within each block, assets are chosen (often the top N by past performance) and weighted. Levered equity ETFs (SPXL, TQQQ, UPRO) appear in bullish blocks; hedges and defensive plays (SVXY, USDU, BIL, MOAT, USMV, TMF/TMV, PHDG, etc.) appear in bearish blocks. The system aggregates weights across blocks and allocates cash accordingly, rebalancing daily. A key feature is “wt-inverse-vol” within bullish groups, aiming to tilt toward lower realized volatility instruments when momentum supports a risk-off tilt. In short: momentum/trend signals drive tilt between levered equity bets and hedges, with daily rebalancing and rule-based asset picking.

Out-of-sample edge: 28.3% annualized vs 21.1% for SPY, 1.72 Sharpe vs 1.32, max drawdown ~10% vs ~19%, Calmar ~2.83. A diversified, momentum-driven strategy that tilts between levered equities and hedges daily to chase returns with less risk.