A daily-rebalanced, complex, rule-based portfolio that rides momentum with levered ETFs (like TQQQ, SOXL, TECL) while inserting hedges (UVXY, SQQQ, SDS) and safety assets (BIL, SHY, SHY-like Treasuries). It uses layered signals (momentum, RSI-like strength, drawdown, volatility) and risk gates to rotate among long, short/hedged, and safety sleeves, with a focus on controlling drawdown and avoiding some tail-risk vehicles.

- Every day, the strategy re-evaluates a large pool of ETFs (including leveraged plays like TQQQ, TECL, SOXL, QLD and inverse/hedge vehicles like UVXY, SQQQ, SDS, SHY, BIL). - It uses signals that gauge momentum and strength (price trends, moving-average performance) and risk/volatility (drawdown, standard deviation, RSI-like metrics against benchmarks). - Assets are ranked and some are selected to form “Long” sleeves (proShares/ETFs that aim to ride rising markets) and “Short/Hedged” sleeves (inverse or volatility hedges to cushion downturns). - There are separate thematic groups (Rotators, Bears, Safety Town/City) that organize exposures by purpose (growth, hedge, safety). - Weights are assigned (often full-budget style, such as 80/20-like allocations or 100/100 styles in sub-groups) and a subset of top-ranked assets is put to work each day. - Risk controls compare the current drawdown and volatility with thresholds (e.g., SPY drawdown, moving-average/value thresholds) to decide if we should reduce risk or switch to hedges. - The system uses a mix of momentum, trend-following, and volatility signals rather than a single indicator, and it explicitly removes certain tail-risk vehicles (e.g., YINN and LABD) to limit China leverage and biotech risk in core exposures. - The result is a dynamic, instrument-diversified portfolio that attempts to ride broad market/momentum while preserving downside protection through hedges.

Dynamic, risk-managed momentum strategy using levered ETFs with hedges and safety assets. Out-of-sample Sharpe ~0.54 and Calmar ~0.64 show positive risk-adjusted performance, offering diversification and downside discipline versus SPY, with potentially lower raw returns.