A chaotic but engineered multi-signal system that tilts between leveraged tech momentum (QLD/TQQQ-leaning bets) and hedges (BTAL/QID/PSQ) with macro overlays (GLD, IEF, TLT) and a central Holy Grail filter to pick 2–3 signals daily. High turnover, high variance, but backtested to improve AR and reduce drawdown in legacy edits.

- It runs a daily check of many signal branches that pick which ETFs to tilt toward (primarily QLD, QQQ proxies, BTAL as a hedge, and occasional QID/PSQ shorts). - Signals come from momentum and price-history rules (for example, moving-average comparisons and RSI thresholds over windows like 10, 20, 50, 60 days). - The system ranks potential assets by momentum measures (e.g., moving-average return, standard deviation, and RSI) and selects top assets (often 2–3) to allocate, while others may be used as hedges or shorts. - A central Holy Grail logic weighs signals by short windows (10-day RSI, 20/50/75-day price relationships) and uses a top-N filter to keep only a small set of signals active at once. - There are many “Bear Cross” and “Bull Cross” style checks: if risk indicators (like max drawdown, volatility, and correlation) look unfavorable, the model reduces exposure or switches to hedges (BTAL, QID, PSQ), otherwise it increases exposure to momentum engines (QLD, QQQ proxies). - The macro overlay groups (Gold/GLD, IEF, TLT, FTGC, etc.) provide context: if macro momentum deteriorates, the system leans toward hedges or less risky assets; if macro momentum improves, it tilts toward levered equity bets. - The setup is designed to rebalance daily, re-calc signals, and re-allocate weights accordingly, aiming for higher annualized return (AR) with controlled drawdown, though it accepts chaos and turnover as part of the strategy’s core thesis.

Out-of-sample results show this strategy delivering higher risk-adjusted returns than the S&P 500 via a dynamic blend of leveraged tech momentum, hedging, and macro overlays, with daily rebalancing and risk checks to curb drawdowns.