A daily-tuned, rule-based portfolio that rotates among leveraged U.S. equity bets (notably VGT/SPY/QQQ and 3x ETFs) and a volatility-hedging sleeve. It uses RSI and other momentum signals on a broad ETF set to decide when to lean risk-on or switch to hedges (UVXY with inverse-vol overlays). It’s a tightly wound, front-runner momentum strategy with a built-in risk guardrail and frequent rebalancing.

Every day the system assesses momentum and risk signals across a wide set of ETFs. If market signals look favorable, it tilts toward leveraged long positions (for example, 3x exposures to tech or broad-market themes). If signals indicate risk or overbought conditions, it pivots toward hedges such as UVXY (VIX futures) with a safety sleeve built from inverse-vol assets (EUM, BTAL) and some cash/fixed income (BIL). The decision tree uses RSI on various ETF baskets (SPY, SCHX, MGC, IOO, XLP, VTV, VOX, XLF, XLF-related proxies, XLP-related proxies, and even individual tech/semiconductor tilts like SOXX) and short windows (often 10-day or 30-day lookbacks) to decide which branch to follow. Some branches layer in Step Up logic that gradually increase exposure to leveraged positions (e.g., combinations of UPRO, TECL, TQQQ) when breadth and momentum signals confirm. Others switch to safer configurations with smaller equity bets or heavier hedging. The VIX-hedge sleeve uses a mix like UVXY with a 70/30 or 10/90 split and pairs it with “Smooth Safety” that blends inverse volatility components to dampen volatility. The plan is explicitly designed for daily rebalancing so positions are refreshed each day, which means the risk and return depend on frequent signal shifts and the behavior of leveraged ETFs and VIX instruments. In plain terms: it’s a momentum-driven, highly tactical, leverage-enabled US-equity strategy that tries to stay in front of trends but guard against volatility spikes by owning hedges and safer assets when risk rises.

Dynamic, rule-based momentum with daily tilts to leveraged bets and a volatility-hedge sleeve. Out-of-sample: ~11.85% annualized return, Sharpe ~0.47, Calmar ~0.30—risk-managed diversification beyond the S&P 500.