A daily, rules-based ETF rotation system using momentum, RSI, moving averages, and volatility signals across a broad universe (including UVXY, SOXL, TECL, SOXS, TMV/TMF, SPXL, QQQ proxies, SPY, and defensive/bond/gold ETFs) to form a long/short basket. It groups assets by market regimes and rebalances to adapt to changing conditions.

- The strategy scans a large universe of ETFs, including many that are not well known to casual investors (e.g., UVXY, VIXY, SOXL, TECL, SQQQ, TMV, TMF, SPXS, etc.). It builds portfolios by blocks (BB Signal, Plaid, Ark Baller, Defense) that reflect different market moods (risk-on, risk-off, defense). - Within each block there are many nested rules: conditions are checked one by one (innermost decision nodes first) and, when a condition is met, a group of ETFs is selected for trading. - Signals come from several sources: short-window momentum (moving-average based), relative strength (RSI), price versus SPY, and trend comparisons using moving averages (including exponential moving averages). - Selection uses ranking and filtering, e.g., picking the top or bottom asset by a given metric over a specified window; assets are then combined into a basket and weighted (weights shown as 100/100 in many blocks, indicating full allocation within that block; weights vary in places elsewhere). - The system rebalances daily, recomputing signals and adjusting long/short exposures accordingly. It also tries to diversify across sectors and asset classes (equities, commodities, bonds, currencies, and volatility). - The overall aim is to ride momentum in the “bullish” buckets (tech/semis, certain ARK-themed bets) while preserving capital in downturns by leaning on volatility and defensive fixed-income bets. It uses several regime-specific groups (e.g., “Defense,” “Overbought Sell the rip Buy volatility,” “Extremely oversold S&P,” etc.) to switch between risk-on and risk-off postures as conditions evolve. - In plain terms: the system is a daily, multi-strategy playbook that tries to pick a set of ETFs that have shown strength in the recent past, while also holding hedges and safer bets to limit drawdowns when the market is stressed. The result is a dynamic, actively managed ETF portfolio rather than a static set of buy-and-hold picks.

Out-of-sample return ~81% vs SPY ~25%, Calmar ~1.63, Sharpe ~1.41. Dynamic ETF rotation with hedges offers higher upside and disciplined risk vs SPY, but extreme markets can still see drawdowns around 50%.