A daily, rule-based rotation among a broad ETF universe (including leveraged long bets and volatility hedges) that uses momentum, volatility, and RSI signals to pick top assets and hedge risk. The goal: ride trends in equities while staying safer in volatile markets.

Every day, the strategy runs a large set of conditional checks across a broad ETF universe. It looks at momentum signals (moving-average, return trends), volatility signals (standard deviation, VIX-related tools), and momentum strength (RSI) to rank and select a few assets to own. Leveraged long ETFs (like TQQQ, TECL, SOXL, UPRO) are favored when momentum looks strong; hedges and defensive assets (UVXY, SQQQ, VIXY, VIXM, TMF, TLT, GLD) come in when risk appears elevated. The system uses groups and filters to pick the top assets and assigns weights (often full weight to chosen assets within a group) and then rebalances daily. It also has defensive/backup sleeves (bond-heavy groups, volatility hedges, and risk-off baskets) that can take precedence if signals flip. The aim is to maximize trend-following gains while damping risk via hedging and diversification, though this comes with higher turnover and dependence on the signals’ reliability.

Out-of-sample this strategy delivers higher upside: ~24.65% annualized vs SPY ~19.41%, via a daily rule-based ETF rotation using momentum, volatility hedges, and defensive sleeves to ride trends while dampening risk.