A daily tactical strategy that toggles between a momentum-led long equity tilt and a volatility-hedged bear stance, using a broad ETF universe and RSI/momentum signals to pick the top 5 assets in each mode, with a dedicated UVXY/BTAL hedging sleeve during risk-off periods.

Every day, the strategy decides between a Bull tilt (risk-on) and a Bear hedge (risk-off). 1) If SPY is above its 200-day average (and other momentum cues align), it searches a broad set of ETFs and images the five with the strongest momentum signals to build a long equity exposure (including levered plays like UPRO, TQQQ, SPUU, QQQ, etc.). These picks are refined using RSI-based filters and a bottom-5/RSI sort, so the resulting 5 holdings are the ones showing the strongest recent price momentum. 2) If the market shows signs of stress, the Bear path kicks in. It uses UVXY (volatility proxy) and BTAL (a market-neutral hedge) in a roughly 75% UVXY / 25% BTAL mix to provide downside protection while still keeping some exposure to potential upside. This hedged sleeve acts as a risk reducer when momentum signals are extreme or the market is overbought/overheated. 3) In both paths, a very large “Battleship” universe is consulted (SPY, QQQ, GLD, SLV, USO, DBC and many other commodity and sector ETFs, plus a wide list of leveraged and inverse instruments). The system sorts this universe by RSI and takes the bottom 5 (or top, depending on the branch) to fill out the portfolio, often with explicit weights (e.g., 75/25 in the UVXY/BTAL group or 40/100 in a portion of the Feaver front-runner block). 4) Rebalancing occurs daily, so positions are refreshed each day based on the latest signals and rankings. The overall aim is to ride momentum when the market is favorable, and to hedge aggressively when momentum turns negative or risk rises, all while maintaining a diversified exposure across multiple asset classes. Note: This is a sophisticated, high-turnover strategy that relies on several layers of signals (price vs. moving averages, RSI momentum, and a large, multi-asset screening process). It is not a simple buy-and-hold approach and carries meaningful volatility and complexity, especially given use of levered and volatility-related ETFs.

Out-of-sample annualized return ~38.8% vs SPY ~18.5%, with Calmar ~1.71—strong risk-adjusted upside from momentum and hedging across assets. Expect higher upside, but drawdowns ~22.7% vs SPY ~18.8%.