A daily-rotating, momentum-driven, multi-asset system that rotates among stocks, broad market ETFs, and levered/inverse plays, uses RSI and recent returns to select a small set of assets, and allocates equal weights across them, with variants that avoid K-1 tax issues.

- Start with a broad universe of tickers (stocks, ETFs, and leveraged/inverse instruments). - For each asset, compute recent performance metrics over several short windows (e.g., 7–56 days) and risk metrics (standard deviation). - Rank assets by the chosen metrics (moving-average return, cumulative return, or risk). Select top or bottom assets to form candidate pools for each sub-portfolio. - Apply momentum rules using RSI on selected assets. If RSI on a reference asset (e.g., QQQ, SPY, or TQQQ) crosses a threshold (commonly above 80), introduce hedges like VXX or shift away from overly leveraged bets; otherwise, favor the strongest performers or diversify across the top picks. - Within each sub-portfolio, allocate capital evenly across the chosen assets (cash-equal weighting). - Rebalance the holdings every trading day to align with the latest selections. - Some variants explicitly avoid K-1 generating assets to reduce tax complexity; these “No K-1” versions run the rotation with the same logic but with a different universe or rule ordering to avoid K-1 forms. - The end result is a diversified, momentum-rotating portfolio that alternates between aggressive leveraged bets, hedges, and core exposures depending on the latest momentum signals and performance screens.

Out-of-sample, this daily multi-asset momentum strategy aims for returns on par with or above the S&P 500, with diversification and hedges to pursue higher upside and better downside control.