A daily-rebalanced, multi-module equity rotation using momentum/trend signals with hedges and a KMLM switch to tilt between managed-futures-like exposure and a long/short equity rotation; targets a few top ideas with risk controls and levered equity bets.

Each day the system runs through a set of nested rules. It scans a broad list of equity-related ETFs and assigns weights to the top signals. It uses momentum/RSI and moving-average checks to pick leaders and to decide when to hedge with volatility or shift toward defensive bets. A separate KMLM gate can tilt exposure toward a managed-futures-like sleeve or revert to a battleship rotation. The result is a small number of assets with allocated weights (including levered ETFs like TQQQ or TECL) and hedges that aim to ride uptrends while limiting losses in downturns. The whole portfolio is rebalanced daily.

Daily-rebalanced equity rotation with hedges and a KMLM gate. Out-of-sample annualized return ≈77% vs SPY ≈27%; Calmar ≈4.6. Captures leadership with strong risk-adjusted upside, though downturns may bring larger drawdowns.