A daily-rule, multi-asset rotation strategy that alternates between leveraged tech bets and bear/volatility hedges, using momentum and volatility signals to decide which assets to hold and how to weight them.

- Daily rebalance across a nested set of rotators and hedges. - Long Rotator vs Short Rotator pick tech-focused leveraged bets (e.g., TECL, TQQQ) or their bear/hedged equivalents (SQQQ, UVXY) based on short-window momentum and volatility signals. - Each rotator ranks a Tech group (e.g., TECL/TQQQ vs bears SQQQ/UVXY) using standard-deviation of returns over a 5-day window and selects the top or bottom candidate. - Parallel checks compare broad-market momentum (QQQ, SPY), RSI-style momentum over longer windows, and interaction with VIX-related signals to decide if risk-on or risk-off mode should take precedence. - Cross-asset rotations (BND vs QQQ, TLT vs PSQ, IEF vs PSQ) broaden exposure to bonds and duration, aiming to diversify risk while chasing trend momentum. - The Dips/Rips/VIX module (Vixation) adds hedges with volatility ETFs (SVIX, SVXY, UVXY) and inverse/bear positions to defend against spikes in volatility and sharp declines. - Weights allocate the bulk to the chosen rotator’s signal (e.g., 90/10 or other splits) with smaller allocations to hedges or secondary rotations. - The entire system is designed to adapt to changing market regimes with a daily reset to reflect new signals and risk, rather than maintaining a static allocation.

Out-of-sample, this daily-rotation strategy uses leveraged tech bets with hedges to chase momentum while reducing risk. It targets ~20.3% annualized return vs SPY ~19.1%, with ~15.9% drawdown vs ~18.8%, and Calmar ~1.28.