A daily, multi-asset momentum model focused on energy (oil, gas, clean energy) plus treasury/gold exposure. It uses price momentum and trend checks to pick top-performing assets, sometimes using leveraged or inverse positions, and shifts to cash when signals are weak. Expect exposure to energy stocks/ETFs, natural gas plays, oil instruments, long/short Treasury bets, and GLD as a hedge.

Plain-language summary: Every day, the strategy scans a broad set of assets across energy, clean energy, oil, bonds, and gold. For each group, it looks for strong recent price momentum (has the asset gone up lately?) and whether the price is above a longer-term trend. In the energy blocks, it may pick top-performing oil or natural gas investments and allocate most of the group’s weight to those, sometimes using leverage or inverse positions to reflect strong or weakening momentum. In the bonds/treasury and gold blocks, it uses similar momentum tests to decide whether to ride a long bond bet (TMF), a short/bear bond bet (TMV), or to hold gold (GLD). If momentum is unclear or weak, it may move money into cash or a hedge (short-term Treasuries like SHV or SHY) to reduce risk. The whole thing rebalances every day, and the weights are designed so the strategy can express aggressive bets when signals align but stay cautious when they do not. Key ideas in simple terms: price momentum and trend checks tell you what to buy; top performers are favored; levered and inverse products amplify moves but can boost losses; cash acts as a safety net.

Out-of-sample edge: strong risk-adjusted upside. OOS Sharpe ~1.75, Calmar ~3.23, annualized ~21%, max drawdown ~6.5%. Compared to SPY, tighter drawdown and solid risk-adjusted returns from energy momentum with hedges.