A daily, rule-based, highly leveraged equity strategy that toggles between bullish equity bets and volatility hedges, selects top performers from a broad ETF pool using momentum and trend signals, and builds a weighted, regime-aware portfolio with frequent rebalancing.

A daily, rule-based system builds a mix of long equity exposure and volatility hedges. It tests momentum and trend signals on multiple ETFs (including SPY, QQQ, UVIX, SVXY, BTAL, BIL, and leveraged plays like TQQQ/SPXL). Top performers (by a 10-day lookback and other filters) are selected and given weights; regime-era decisions push toward Bear (hedges) or Bull (growth) tilts. The final allocation is split into weighted blocks (e.g., UVIX-heavy hedges or bear/ bull groupings) with weights expressed as fractions of 100, and the whole portfolio rebalances daily. Expect wide swings and high complexity due to leverage and multi-asset hedging.

Dynamic, regime-aware ETF strategy that trades top performers and hedges volatility. Out-of-sample annualized return ~62% vs SPY ~19%; Sharpe ~1.16; Calmar ~1.89. Expect larger swings but potential for superior risk-adjusted growth, especially in trending markets.