A daily, rule-based multi-ETF strategy that rotates between equity bets (often tech-heavy and leveraged), volatility hedges, and managed-futures ideas, using momentum/overbought-oversold tests and risk screens to allocate weights across many ETFs.

- The strategy is a single, automated system that picks from a wide set of ETFs and leveraged ETFs, then assigns weights to them daily. It relies on a large decision tree where small tests (inner nodes) feed into bigger groupings (branches) and ultimately into an allocation decision. - Core ideas inside the tree include momentum/trend checks (things that ask: is this asset moving up or down relative to others? is its recent price action strong or weak?), mean-reversion checks (are conditions suggesting a pullback is due?), and hedging guidance (using volatility-related ETFs to reduce risk during turmoils). - RSI, moving averages, and “relative strength” checks are used as speedometers to gauge momentum. A value like “RSI of SPY > 79” means: SPY has shown strong recent upside; this node then pushes you toward hedges or to rotate into other assets as dictated by the following branches. - The system also uses risk screens such as “Max Drawdown” to compare different pairs of assets (e.g., TQQQ vs SOXL) and pick the pair with the best risk-adjusted characteristics, often selecting the bottom performer or top performer depending on the filter. This creates a safety net against overexposure to a single asset’s blowups. - The strategy includes explicit hedges with VIX-related assets (VXX, UVIX, VIXY, VIXM) to ride volatility spikes; it also uses “VIX + 1.5x” style groupings to amplify or reduce exposure to volatility depending on signals. There are dedicated blocks that steer money toward “VIX blends,” “1x VIX,” or “1.5x VIX” depending on momentum in other assets when risk increases. - Sector and stock-basket tilts exist (e.g., tech-heavy tilts with TECL, TQQQ, SOXL; mixed exposures to SPY, QQQ, XLF, XLP, XLK, etc.), but the exact allocations bounce around as the nested tests demand. - In addition to pure equity bets, a number of blocks pull in specialized themes like “WAM Rotator” or “NOVA” seasons, which reweight toward groups that have shown strong recent performance across defined lookbacks (e.g., 10- to 65-day windows). - The overall plan is explicitly listed as daily rebalanced and is described as taking “all-in” or “risk-off” moves only when the tree signals it; otherwise, it leans toward growth-oriented positions. However, the high use of leveraged ETFs and rapid rotations means it can be highly volatile. It also includes some “overbought/oversold” pruning to try to avoid buying exhausted uptrends or selling downtrends too late. - In practice, you’ll see a long list of possible assets with weights, grouped under headings like “WAM V2/WAM V3,” “NOVA,” and “KMLM switcher,” with many subgroups like “Bull/Bear,” “Muted Bull,” “Bear,” and “Overbought/Oversold” checks. The end result is a single daily allocation plan across many ETFs designed to chase momentum when the market is favorable and hedge when volatility rises. That means the system is not a simple buy-and-hold; it’s a disciplined but very intricate rotation strategy with built-in risk controls and a strong tilt toward technology and volatility hedges. For a layperson: expect a dynamic, ever-shifting mix of traditional stock proxies, leveraged bets on tech, and volatility hedges, all decided by a long, nested set of rules each day.

Out-of-sample Sharpe ~1.85 vs S&P ~1.0 and Calmar ~6.4 signal stronger risk-adjusted gains. Automated daily rotation across tech-heavy equities, leveraged bets, and volatility hedges aims to capture more upside while managing risk—outperforming the S&P.