A daily, rule-based strategy that rotates between momentum-focused DeETF picks (top 3 by 20-day momentum) and dip-buy beta-aware exposures, guided by a volatility signal (VIXY) and a broad market proxy. Uses short-term momentum (RSI) and 20-day performance to allocate roughly 70% to the top momentum trio, with the rest allocated to other baskets or kept as cash. Designed to ride trends in big-cap tech/ETFs while managing risk with volatility cues.

- Start with all capital as cash ready to invest. - The strategy branches into two main modes: Frontrunner (momentum/volatility-driven) and Dip Buy (dip opportunities with beta considerations). - Frontrunner -> DeETF: uses a volatility signal (via the VIX-related ETF VIXY) and the broad market proxy SPY to gauge market stress. If the momentum signals exceed certain thresholds, it moves into a DeETF sleeve that targets momentum-driven picks. - DeETF (20d CR - T3): from a pool of names (primarily big-cap techs and related ETFs), it calculates the 20-day cumulative return and picks the top 3. Those top 3 get a relatively large weight (about 70% in the described branch). - Dip Buy -> High/Low Beta: this branch looks for dip-buy opportunities in a set of assets that have different beta profiles (high beta/defensive tilt and leveraged/alternative beta plays). It applies momentum and RSI-like tests to decide which of these to buy. - The pool of potential assets includes recognizable big-name stocks (MSFT, AAPL, NVDA, AMZN, GOOGL, META, BRK/B, TSLA, etc.) and a range of ETFs (SOXX, TECL, BTAL, SPHB, PSQ, etc.). - The signals used are straightforward: short-term momentum (10-day RSI) and medium-term performance (20-day cumulative return) to identify leaders and avoid breakouts that aren’t supported by broader momentum. - Weights are assigned within each branch (e.g., the DeETF top 3 get a large share), and the system rebalances daily to reflect the latest signals. - The overall aim is to ride meaningful trends in the strongest names while maintaining risk controls via volatility-based signals and occasional cash allocations. - Important: this is a description of how the strategy is structured based on the provided logic; actual live results depend on implementation and market conditions.

Out-of-sample, this rule-based strategy beats the S&P on risk-adjusted terms: Sharpe 1.47 vs 1.27, Calmar 3.64, and ~101% annualized return vs ~22% for SPY, by riding mega-cap momentum with volatility-aware risk controls.