An ultra‑aggressive, daily‑rebalanced, multi‑asset strategy using RSI and moving-average momentum to pick a single levered ETF exposure (often tech/semis) with volatility hedges and frequent shifts; it references KMLM in several checks and blends equity momentum with hedges for risk control. Not suitable for beginners.

Every day the strategy runs a long chain of checks. It looks at momentum signals (RSI) and how recent prices compare to moving averages for various ETFs, especially levered tech/semiconductor plays and volatility products. Depending on these signals, it either selects a single levered ETF to own (often TECL, TQQQ, SOXL, UVXY, etc.) or routes risk to hedges or cash. A prominent theme is to use RSI levels (often around high 70s to high 80s) and moving-average relationships to decide whether to go long a high‑volatility/levered ETF or to pull back into hedges. The strategy also uses a reference asset (KMLM) as a baseline in some checks, comparing current price or momentum to KMLM’s price or moving-average. Within groups like “KMLM Switcher FrontRunner” and “WAM FTLT,” the logic can explore many sub-conditions (e.g., top/bottom selections, mean-reversion screens, or volatility peeks) to decide which instrument to hold. The net effect is a highly active, sometimes one-name exposure that can flip daily, with occasional staged hedges (e.g., UVXY, SH, PSQ) or bond proxies to balance risk. Overall, it aims to ride momentum in hot sectors while using volatility and inverse exposures to manage risk, all under a daily rebalancing cadence. Important note: this is an aggressive, high-risk scheme that requires substantial understanding and tolerance for rapid drawdowns.

Out-of-sample, this strategy delivers outsized upside: ~107.6% annualized return vs ~20% S&P, Sharpe ~1.28 vs 1.06, Calmar ~2.42, alpha ~0.77. Hedging helps, but drawdowns can be large (~44%). High risk/return for advanced investors.