A daily-rotation, multi-module portfolio that allocates to a single, 100% exposure chosen from a wide mix of US equities (including leveraged growth bets) and volatility/defensive hedges. It uses momentum/trend signals, drawdown screens, and risk controls to tilt toward winners while hedging risk, resulting in a dynamic, high-variance but diversified strategy aimed at capturing upside with volatility-aware protection.

- The strategy runs many sub-strategies every day and produces candidate holdings from each module (eg, TQQQ, TECL, UVXY, QQQ, SPY, XLK, IWM, EEM, GLD, BIL, IEF, TLT, UUP, SVXY, VIXM, etc.). - A cash-equal logic pools these signals and weights options so that the total weights sum to 100%, effectively choosing a single final exposure level each day. - Momentum and trend signals (moving averages, relative strength, or standard deviation) are used to rank candidates within buckets and select top performers, top hedges, or worst drawdowns depending on the module. - Several dedicated blocks focus on risk management, such as Max Drawdown (MAX DD) comparisons across leveraged vs. hedged pairs, to avoid the worst tail outcomes. - Rotational components (WAM V2/V3, Muted Bull/Bear, WAM Rotator) steer exposure toward assets that show favorable momentum while occasionally pulling in hedges when volatility signals warrant it. - The portfolio is rebalanced daily, and weights are normalized to 100% so the overall risk budget stays fixed. - The mix includes broad market exposure (QQQ, SPY, IWM, XLK, XLF, EEM), technology and semis (TECL, TQQQ, SOXL, SOXX, TECS), China proxies (YINN/YANG), volatility hedges (UVXY, SVXY, VIXM, GLD for diversification), and fixed income/bills (BIL, IEF, TLT) to manage risk pockets. - In plain terms: if many modules like the idea of “growth bets” and momentum across tech-driven ETFs, you’ll likely see allocations toward leveraged tech-heavy bets; if risk signals rise (volatility or drawdown concerns), hedges and defensive legs gain share. The system is designed to adapt to regimes, not stay static.

Out-of-sample: Sharpe 2.94 vs 1.83, beta ~0.49, Calmar ~21.6, ~208% annualized return vs SPY ~39%. A daily-rotating, diversified mix of growth bets and hedges offers higher risk-adjusted upside with built-in risk controls.