A daily-rebalanced, high-risk, momentum-driven strategy that selects two top levered ETF bets (often UVIX and levered equity plays like TQQQ/SPXL) guided by RSI and price-trend signals, then weights them with aggressive hedged sleeves (BTAL/BIL).

- It runs each trading day and looks at a large set of ETFs, including levers (SPXL, TQQQ), volatility plays (UVIX), and hedges (BTAL, BIL, SQQQ, SVXY). - It calculates signals on multiple tickers to gauge momentum and trend: - RSI (a momentum indicator) over a short window on several tickers (e.g., SPY, QQQ, IOO). - Price vs. its moving average (e.g., current price relative to a longer-run average) to assess trend strength. - It forms candidate blocks (e.g., SPY FTLT, TQQQ FTLT, SVXY FTLT, UVIX-based hedges) and then ranks these candidates by trailing performance (cumulative return) using a lookback window (the exact window varies by block in the rules). - It selects the top two candidates by that ranking and then builds a daily exposure by combining them with a specific weighting scheme. The weights are not fixed; examples seen in the rules include a dominant “Frontrunner” allocation (e.g., a core 60%/40% style split between main picks) and concentrated hedged sleeves like “UVIX 75% / BIL+BTAL 25%” or alternative 50/50 splits, designed to tilt toward volatility or to hedges depending on signals. - The strategy explicitly builds two major pathway families: a Bull path (long levered equity bets like TQQQ/SPXL guided by RSIs and price momentum) and a Bear path (hedges and inverse/short-type exposure via SQQQ/SVXY/UVIX and related hedges), then blends them according to the daily signal mix. - The two top picks are finalised with a diversified inside-block structure (e.g., “Feaver Frontrunner,” “The Holy Grail,” and other nested groups like Bear/Bull ensembles), aiming to capture upside trends while providing downside protection through hedges. - The portfolio is rebalanced daily, so positions can shift rapidly as signals change. The overall design emphasizes aggressive growth potential and active risk management via hedges, but it is highly sensitive to regime shifts and may experience large drawdowns in stressed markets. - In plain terms: every day the system tries to pick two best bets from a zoo of levered bets and hedges, based on momentum and trend signals, and then sizes them heavily in a way that can swing big with market moves. It’s a momentum-driven, opportunistic, high-leverage approach rather than a slow-and-steady strategy.

Amplified upside with active hedging: out-of-sample annualized return ~57% vs SPY ~19%, Calmar ~1.79, Sharpe ~1.10. Higher beta (~2) offers strong bull-market gains, but expect larger drawdowns (~32%).