Daily trend-following with EMA 12-26, plus broad momentum checks across many ETFs to tilt between long exposure, levered longs, hedges (UVXY, VXX), and cash; highly diversified but risk-heavy due to levered ETFs and extreme RSI filters.

- The core trend test uses a short vs longer moving-average rule (12-day vs 26-day exponential averages) to judge if the market trend is up. If the short-term trend is higher, the system considers staying long equities; if not, it tends to reduce exposure or move to safer assets. - A large, nested set of momentum tests scans a broad list of popular ETFs (for example QQQE, SPY, SPXL, TECL, VOOG, VOOV, XLY, XLP, TQQQ, EEM, etc.). Each test looks at recent price momentum (via RSI on a 10-day window) and, if momentum is very strong (RSI above a threshold like 79), it can push a hedge (UVXY) into the mix. - The system also checks how the target market’s price compares to moving averages (for example SPY’s current price relative to its 50-day average) and relative price relationships (e.g., SPY vs SPXL, or SPY vs its 12/26-day EMA). When these checks are favorable, the strategy tends to allocate to levered long exposures (e.g., SPXL, TECL, TQQQ) or broad market ETFs; when not, it shifts toward cash-like assets (BIL) or other hedges. - There is an explicit “cash equal” or balanced allocation element, meaning that when signals allow, capital is spread evenly across a subset of assets rather than piling into a single instrument. - The daily rebalance cadence means positions are reviewed and adjusted every trading day, so exposures can swing quickly with market momentum and moving-average signals. - The overall intent is to ride trends in equities while using momentum and hedge signals to mitigate risk when conditions look overheated or volatile. Be aware that the use of 3x levered ETFs and volatility hedges can amplify losses in downturns and may require careful risk management and understanding of how these instruments behave in fast-moving markets.

Out-of-sample, this trend-momentum strategy aims for higher upside than SPY (51% vs 29% annualized) with a Calmar ~2.12 and hedges. Drawdowns can be larger (~24%), but daily rebalancing seeks to protect the downside.