A rule-based ETF rotation that selects one top theme each day from many ideas (tech, hedges, commodities, cash). It uses momentum and volatility signals to switch between aggressive bets and hedges, aiming for big upside while managing risk.

- The system evaluates many theme ideas (groups of ETFs) each day. - Each theme has a set of assets and rules on how to weight them inside the group. - It scores themes using momentum and return signals over various lookbacks (e.g., 5-day return, 10- or 60-day momentum, RSI momentum). - It ranks themes by a 5-day cumulative return (5-day CR) and picks the top one (often 100% allocated to that theme). - It uses a mix of signals: RSI momentum checks, moving-average tests, and cross-asset comparisons (e.g., XLK vs KMLM). - It includes hedges and cash-like assets (VIX futures proxies like VXX/UVIX/VIXM, BIL, SGOV) to reduce risk when signals turn negative or volatility spikes. - The rotation is built around clusters like “KMLM technology rotation” and “Four Corners” that cover bull, bear, and mixed regimes. - The objective is aggressive growth with risk controls via hedging, not a buy-and-hold strategy.

Out-of-sample, this strategy targets higher upside: about 34% annualized vs SPY's ~28%, aided by active themes and hedges. It carries larger drawdowns (around 44% vs ~13%), so it's best for risk-tolerant investors seeking bigger growth potential.