A daily, tactical, multi-bot system that tries to ride short-term momentum in major market themes using levered ETFs (3x exposure) while using cash and hedges to limit risk. It diversifies across SPY, QQQ, SMH and bonds, with optional overlays (dividends, managed futures, healthcare hedges) and volatility-tilting to navigate regime shifts. It aims for quick, opportunistic gains but carries high risk due to leverage and frequent turnover.

Daily process: 1) Evaluate momentum and strength across several market themes (SPY, QQQ, SMH, and a Bond sleeve) using RSI and moving-average-return signals with various look-back windows. 2) If signals align, allocate to levered equity bets via SPXL, TQQQ, SOXL (3x exposure) within each theme sleeve. 3) If signals weaken or risk raises, shift toward cash (BIL) or hedges (USDU, UUP, TMF, DBC, etc.) and apply inverse-vol tilts to reduce risk. 4) Include diversified overlays (SCHD/NOBL with DBMF, healthcare hedges like CURE) to reduce concentration risk. 5) Rebalance all positions every trading day to stay aligned with the latest signals. 6) Use cash-like and hedging assets to cap downside and manage regime shifts. 7) The architecture is modular: multiple bots (SPY, QQQ, SMH) run in parallel with an overall risk-control framework that uses volatility and trend cues to modulate allocations. 8) Remember: this is a tactical, high-risk approach designed for rapid moves and short horizons, not a buy-and-hold plan.

Out-of-sample, this strategy beats SPY on risk-adjusted returns: ~41% annualized vs ~21%, Sharpe ~1.53 vs ~1.33, Calmar ~2.35, and drawdown ~17.6% vs ~18.8% - a more resilient, momentum-driven approach.