A daily-rebalanced, rule-based, multi-strategy portfolio that blends levered tech bets with volatility hedges and ballast, choosing long/short positions from a large pool of ETFs based on momentum, volatility, and RSI signals to balance upside with risk control.

- Every day, the system evaluates a large pool of assets (mostly equity ETFs, many of them leveraged like TQQQ, UPRO, TECL, SOXL, and hedges like UVXY, SQQQ, SQQQ) plus bonds and defensive assets. - For each sub-strategy it computes signals such as momentum (price trend), volatility (standard deviation of returns), and relative strength. - It ranks candidates with metrics like standard deviation of returns, cumulative return, and RSI, then picks the top assets to form long and short baskets. - Longs are typically levered equity/tech bets when momentum is strong and risk signals are favorable; shorts are hedges or inverse plays (or hedged substitutes) when volatility or risk signals dominate. - The framework includes many groups (MAIN BASE, LONG groups, SHORT groups, UVXY replacements, risk-on/risk-off regimes) and “replacement” paths to swap in different hedges as market conditions change. - Positions are adjusted daily (daily rebalance) and weights vary by sub-strategy, often with substantial emphasis on a few top ideas within each group. - The approach also layers in macro-style risk controls (e.g., avoiding UVXY when conditions aren’t supportive, using cash and short-duration bonds as ballast) to manage drawdown risk.

Daily-rebalanced, rule-based strategy blending levered tech bets with volatility hedges to chase upside while controlling risk. Out-of-sample: ~62% annualized return vs 16% for the S&P; Sharpe ~1.13 vs 0.87; Calmar ~1.91.