A daily-rebalanced, multi-asset momentum/mean-reversion strategy that combines long/short stock bets (via levered ETFs and inversion/short ETFs) with volatility hedges (UVXY/SVXY) and bond/commodity groups. Signals rely on RSI, moving averages, and cross-window performance; assets are selected and weighted across many blocks, with risk controls and frequent rebalancing.

In plain terms, the system builds a big mix (portfolio) of quick bets across several kinds of investments. Every day it asks: which funds look strongest right now, and which look weak or risky? It uses signals that measure how fast and how much prices have moved recently (momentum) and whether prices look overheated or undersold (mean-reversion style cues). It then selects a small set of assets to buy (long bets) and a small set to bet against (short bets). At the same time, it places hedges with volatility-related funds (which tend to rise when volatility spikes) and with safe-bond-like funds to soften losses when markets wobble. The selection logic is nested: there are big “bull” and “bear” blocks that tidy up the universe into two or more top picks, supported by hedges and risk controls. The weights tell you how much of the portfolio to allocate to each asset (e.g., some blocks are 75% UVXY, 25% BTAL, others are 60% SPY-related long, etc.). Signals come from RSI, moving averages, and various performance screens over different time windows (from 2 weeks to several months). The system rebalances daily, adjusting exposures as signals change, with risk checks (e.g., drawdown thresholds and hedges active during rising volatility) to try to limit losses while preserving upside. In short: it’s a big, signal-driven, daily-resetting hunt for momentum in stocks, with layered hedges and a diverse set of asset classes to reduce risk while pursuing gains.

Out-of-sample, this strategy delivers higher risk-adjusted returns and bigger upside than the S&P: Sharpe ~1.19 vs 1.04, annualized return ~58% vs ~18%, Calmar ~2.58. Diversified hedges aim to amplify gains while moderating risk.