A daily-rebalanced, rule-based, multi-ETF momentum/hedging framework. It rotates among levered long, inverse, and hedged ETFs across stocks, bonds, currencies, and commodities to ride trends while buffering risk with volatility hedges and regime-specific overlays.

- Daily rebalance selects a handful of ETFs from a large universe using a hierarchy of momentum and mean-reversion signals, plus cross-asset relationships. - Signals look at price momentum, moving averages, and recent performance (over windows like 10, 20, 60, 126 days) to rank assets. - A top group is chosen (often 1–2 assets) to be the primary exposure (the “frontrunner”). - The strategy shelters the core exposure with hedges drawn from volatility-related ETFs (UVXY, SVXY) and with hedging positions in bonds, inflation/commodity proxies, and other risk-off instruments. - The approach also includes regime-oriented blocks (Frontrunner, FTLT, Hedge Blocks, and Bear/Normal/Defense overlays) that switch emphasis across bull, bear, or mixed markets. - Short exposure is used in some blocks (e.g., Shorting SPY) to profit from declines or drawdowns, depending on the regime signals. - Weights are dynamic and may be specified in blocks as 75/25, 70/30, or other ratios, often applying simple proportional allocations within a chosen subset. - The system emphasizes diversification across sectors, macro instruments (bonds, currency, commodities), and international markets to avoid concentration risk. - Risks: high exposure to volatility and leveraged ETFs, potential for rapid drawdowns in choppy markets, correlation risk among hedges and cores, and complexity that requires careful risk controls and margin considerations.

Diversifies with cross-asset momentum, hedges, and regime overlays to chase trends while aiming to reduce downside. In out-of-sample tests it shows lower risk-adjusted returns and larger drawdowns than the S&P 500, so best as a portfolio diversifier.