A daily, rule-based, multi-theme momentum engine that selects a small set of ETFs across stocks, bonds, commodities, and volatility, using RSI and moving-average signals plus risk filters to buy/sell/hedge and allocate cash. It’s a regime-aware, leveraged-capital, diversified approach rather than a single-indicator system.

What the strategy does in plain language: - It runs every day and decides what to own and how much to hold. - It looks across a very broad set of ETFs (stocks, bonds, commodities, volatility and some country/sector plays) and screens them using several momentum and risk signals. - The core ideas are momentum (whether a fund’s price trend and recent performance look strong), volatility/realized risk (how bouncy a fund has been), and regime fit (whether the market seems to be in a bull, bear, or sideways phase). RSI (momentum strength) and moving-average comparisons are used to gauge whether a given ETF is potentially a good bet or a risky bet. Moving-average price tests tell the system if prices are above or below typical levels, which helps decide if the asset is in an uptrend or not. - It then selects a small number of assets (often the top 1–3 or a small top group) based on a combination of signals, and allocates cash across them. Sometimes it puts capital into leveraged or inverse ETFs to capture stronger moves or hedge against volatility. - The code contains many nested checks (if-then-else rules) to decide whether to buy, hold, or switch to cash, or to hedge with short-term Treasuries or volatility-related funds (like UVXY or SVXY). - There are regime-specific blocks (e.g., strong tech/QQQ-like bets, energy/bonds momentum, “There Will Be Blood” style energy/volatility hedges, and “Bear Market Sideways Protection” ideas) that activate under certain signals, and the strategy often uses a cash layer to ensure no overexposure when signals are unclear. - It explicitly notes a 2025 tweak (replace FNGU with TQQQ) and a 2024 tweak (no PPO), indicating ongoing customization rather than a fixed, canonical model. - The overall aim is to capture upside when signals align across themes, while limiting drawdown risk through cash, hedges, and diversification across many asset classes.

Out-of-sample: ~39% annualized return, Sharpe ~0.94, Calmar ~1.42, max drawdown ~27% vs SPY ~18%. Diversified, regime-aware momentum with cash/hedges; higher upside with controlled risk.