A daily-rotating, 10-theme, rules-based strategy that uses momentum and price signals to tilt among multiple ETFs (including leveraged ones) across gold, bonds, emerging markets, energy, tech, oil, volatility, and hedges. It emphasizes equal cash distribution across groups, layered entry/exit rules, and frequent rebalancing to chase trends while trying to limit losses with hedges.

- The portfolio is split into 10 groups (Combo 10). Each day, cash is distributed across these groups (wt-cash-equal), and within each group, a single ETF exposure is chosen based on a set of rules. - Rules look at price behavior and momentum in various ways: is the asset’s price above or below a moving average? has momentum built up recently (cumulative return)? what is the current price relative to a longer trend? These checks use different lookback windows (short, medium, long, e.g., 5–200 days) and sometimes compare the current asset to a benchmark or related ETF (e.g., UGL vs. GLL, or UVXY vs. SPY). - Some assets are long exposures (e.g., UGL for gold, UPRO for S&P exposure, TQQQ for Nasdaq), others are bear/short exposures or volatility plays (e.g., UVXY, EDZ). The rules allow shifting between long and hedged positions depending on signals. - The groups cover a broad set of markets: precious metals, traditional bonds, emerging markets, energy (oil and gas), technology/QQQ-related plays, and volatility hedges. - There are nested decision forks (if-then-else branches) so that when a condition fires, the model follows a specific path; if not, it follows a different path or remains in cash. - The overall aim is to own a diversified set of constructs that can ride uptrends in different markets while having built-in hedges, but the reliance on leverage and rapid rotations means higher turnover and higher risk compared with simpler strategies.

Out-of-sample, this 10-theme momentum strategy aims for higher growth (36.28% vs 31.57% SPX) with lower beta (~0.84) and Calmar ~2.38. Diversified across 10 themes and hedges, it seeks bigger upside with controlled risk vs the S&P.