Daily rule-based hedge test: uses RSI and moving-average signals across SPY/QQQ, volatility ETFs (UVXY/VIXM), gold (UGL/GLL), bonds, and levered/inverse equity plays, with cash-equal weighting and daily rebalancing to pursue upside while hedging risk.

Every day, the system runs a long list of conditional tests across a broad set of ETFs. It uses momentum signals (RSI and moving-average comparisons) to decide which assets to hold rather than preset fixed weights. If a main risk signal is high (eg, SPY RSI over 80), it shifts into volatility hedges (UVXY, VIX-related ETFs). If not, it explores growth-oriented assets (QQQ, UPRO, TQQQ, TECL, SOXL, SOXX, etc.) and sector/counter-balance picks, including inverse ETFs (SQQQ, PSQ) and gold plays (UGL for up-moment, GLL for down-moment) depending on momentum thresholds. Bonds (AGG/BOND) provide diversification, while a cash-equal mechanism distributes cash across groups to avoid concentration. The result is a daily rebalanced mix intended to ride(up) in favorable momentum regimes while deploying hedges to dampen risk in stressed markets. It is heavy on leveraged/ inverse instruments, so drawdowns and compounding effects can be pronounced during volatile periods.

Out-of-sample Sharpe ~2.49 vs SPY ~2.37; annualized return ~98% vs ~28%; Calmar ~7.94. A momentum-driven hedge strategy aims for higher upside with risk controls (hedges, gold, bonds) versus SPY—drawdowns may be larger.