Daily rotation among a broad universe of ETFs using momentum, volatility, moving‑average signals, and hedges to seek upside while limiting drawdowns.

Every day, the fund surveys a large pool of assets (stocks, sector ETFs, leveraged ETFs, and volatility/bond hedges). It uses multiple metrics to score each asset: momentum (relative strength, moving‑average momentum), volatility (standard deviation of returns), and price trends relative to moving averages. It ranks assets by these metrics and selects the top few to hold, distributing weights (often equally) across them. At the same time, there are defense sleeves and hedges that get turned on if momentum signals weaken or risk appears high (e.g., shifts into short‑term Treasuries or volatility hedges). The entire process is nested in a decision tree with many conditionals (e.g., oversold/overbought RSI readings, trend filters, and groupings like “Defense” or “Bear Market”). The rebalancing is daily, so positions can rotate frequently based on the latest signals. The goal is to ride broad market momentum while keeping downside risk in check through hedges and risk‑off positions.

Out-of-sample annual return ~29.7% via broad ETF momentum rotation with hedges. Higher upside than the S&P 500 but larger drawdowns; Calmar ~0.70 indicates meaningful risk-adjusted potential and diversification in volatile markets.