A daily, rule-based portfolio that leans into large-bank stocks when conditions look favorable, while using cash and regime-driven hedges (leveraged ETFs) to protect against downturns and manage risk. Regime checks include long-term trend (200-day) and momentum signals, plus a tech tilt that can swing exposure up or down.

Think of this as a disciplined investor who constantly checks two questions each day: (1) Is the market environment favorable for owning banks? (2) If not, what hedges or cash should be used to limit losses? The strategy uses simple ideas explained in plain terms: - 200-day moving average: a long-term trend check. If prices are above this level, the market is viewed as more favorable; below it, risk rises. - Momentum indicators (RSI): a momentum gauge that shows whether an asset has been rising or falling quickly. Readings well above 70 suggest the asset may be overextended up (possible pullback); readings around or below 30 suggest oversold conditions (potential bounce). - Bank selection: among a list of big banks, the one showing strongest recent performance (e.g., highest cumulative return over a window) gets the biggest tilt, with a cash buffer used to control size. - Tech tilt with 200d check: tech-focused exposures (SOXX, SOXL, SOXS, and related ETFs) are added or trimmed based on short-term momentum and price relative to long-term trends. If tech momentum looks stretched or weak, exposure is reduced; if it looks favorable, it may be increased. - Bear-market hedging: when signals indicate risk is rising (e.g., regime that resembles sideways or down markets), the system shifts into hedging positions using leverage to express bearish or protective bets via TQQQ, SQQQ, PSQ, and related instruments, and may reduce core bank exposure. - Rebalance frequency: adjustments are made daily, so the portfolio continuously follows the rules rather than sticking with a static allocation. In short, you can picture it as a rulebook-based manager that (a) tends to own the biggest banks when signals align, (b) keeps some cash buffer, and (c) adds hedges or shifts toward tech or bearish positions if signals point to risk, all updated every trading day.

Out-of-sample annualized return ~54.5%, Calmar ~1.04, Sharpe ~0.93, plus alpha. A disciplined bank-tilt with cash buffer and regime hedging aims for higher risk-adjusted upside vs the S&P 500 while controlling drawdowns.