A daily-rebalanced, multi-asset, momentum-driven equity strategy that uses a cash base, levered tech bets, volatility/anti-beta hedges, bear trades, and a dividend sleeve to adapt to market regimes. It combines RSI/momentum filters with a diverse ETF mix (tech, broad market, dividends, volatility) to seek upside in bull phases while hedging during pullbacks.

A base cash cushion (about 60% of the portfolio) is established each day. The model then runs a hierarchy of rules that look at momentum signals from various ETFs (for example SPY, XLK, and related sector/benchmark tickers) using a short lookback window (around 10 days) to gauge strength. If momentum is strong in the broad market or key sectors, the strategy tilts into leveraged long bets on tech and growth (e.g., TECL, SOXL, TQQQ, and related bull blocks) with potential add-ons from a dividend sleeve (e.g., SCHD) and selective diversification into other winners. If momentum weakens or volatility is rising, the model shifts toward hedges such as UVXY (volatility tracker) and anti-beta or bear funds (e.g., SQQQ, PSQ, SVXY) to reduce risk. There are also dedicated branches for “Dip Buy” opportunities (catching down moves in tech via scaled entries) and a separate “Dividends” pathway to overweight dividend-focused ETFs. Throughout, the algorithm uses a combination of indicators (relative-strength index with various windows, moving-average comparisons) and thresholds (some tied to less-common references like KMLM) to decide whether to allocate, overweight, or exit positions. The system is designed to rebalance daily and to maintain exposure across core equities, sector exposure (notably tech), volatility hedges, and dividend plays, with a final assignment labeled as an equity-focused, daily-rebalanced portfolio named Feaver Frontrunner V5 WM 74 mod no VIX added VOX > Dividends.

Out-of-sample edge: Sharpe ~1.35 vs 1.02, annualized return ~91% vs ~18%, Calmar ~2.55—strong risk-adjusted upside vs the S&P 500. Note higher drawdown potential (~35% vs ~19%).