A daily, rule-based tactical mix that rotates among growth-focused levered ETFs and hedges using momentum, RSI, and trend signals to chase trends while de-risking in volatile or sideways markets.

- Think of the strategy as a complex, decision-driven recipe that splits money into several thematic buckets (Growth, Defense, Bear) and then decides daily which ETFs to buy or short using a mix of momentum and trend signals. - Each bucket has its own rules, like: is the market showing a strong uptrend? are certain assets oversold or overbought? have recent returns been strong? is volatility elevated? - The signals come from practical indicators, including: current price vs a moving-average (is the price above its long-term trend?), RSI (is an asset overbought or oversold?), and momentum ranks (which assets have performed best over recent windows). - The strategy favors levered equity ETFs (things like 3x exposure to tech or S&P 500) when signals are positive, but will step back to safer assets (bonds, short-duration funds, or volatility hedges) if risk signals worsen. - It screens a wide universe (QQQ, SPY, DIA, SMH, and several leveraged ETFs such as TQQQ, SPXL, SOXL, FNGU, TECL) plus hedges like UVXY/VIXY, TMV/TMF, BIL, SHY, TLT, AGG, UUP, GLD, etc., and allocates weights across groups to sum to 100% of capital. - Rebalancing happens daily, with the system often selecting only a small number of assets (top 1–3) to carry risk, while others are kept as cash or shifted to hedges. - The “Sideways Market Deleverage” and “Defense” blocks indicate explicit risk-off regimes that reduce equity exposure and tilt toward lower-volatility or hedging assets. - In practice this creates a dynamic portfolio that aims to capitalize on trends, while trying to limit losses when markets stall or become volatile. - Caveats: the framework is complex, relies on past-price-based signals, uses leverage which magnifies both gains and losses, and may underperform in flat or rapidly reversi...

Out-of-sample stats show a levered, rule-based strategy outperforming the S&P 500 on risk-adjusted terms (Sharpe ≈ 2.53 vs 2.29), with dynamic hedging and trend rotations designed to capture gains and protect capital in volatility.