A rule-based momentum rotation using KMLM as the core overlay, selecting top leveraged bets (from AMZU/AAPB and peers) when momentum is strong, with hedges (BIL, VIXY, VIXM, UUP) to manage risk; MSTR/CONL are included to broaden the momentum universe and backtests favoring AMZU/AAPB. The aim is to ride short-term trends while buffering downside.

- The system maintains a core rotation around KMLM (a managed-futures ETF). When momentum on Nasdaq proxies is extreme, it shifts into a small, high-mork set of levered bets selected from a universe that includes MSTR, CONL, AMZU, AAPB, and other momentum candidates. - A short-term momentum screen (RSI) ranks a candidate list and selects the top two names to consider for exposure. - An RSI gate using a 10-day window on a Nasdaq proxy (QQQE) with a high threshold (79) acts as a trigger for switching into the KMLM-driven path or into the alternate long/short rotation. - The KMLM path can lead to exposure through 2x/3x levered tech and growth plays (e.g., TECL, SOXL, SPXL) and sometimes a long/short rotator. - Hedge/flex positions (BIL, VIXY, VIXM, UUP) are layered into the decisions to limit drawdowns during risk-off periods. - The backtest note indicates a preference for AMZU and AAPB to achieve a longer backtest horizon (1+ year). - The end product is a single, blended signal that upgrades exposure to top momentum names while applying KMLM as a trend-follower overlay, with hedges to reduce risk.

Rule-based momentum with hedges to ride trends and limit risk. Out-of-sample: ~3.6%/yr, oos Sharpe ~0.28, Calmar ~0.17. Offers diversification and potential downside protection, though drawdowns can exceed the S&P in stress.