A dense, daily-rotating equity strategy that blends momentum, regime switches, and volatility hedges. It uses a KMLM-driven gate to pick a top-3 levered tech/market basket (SPXL/TQQQ/TECL/SOXL) while layering VXX hedges and defensive exposure to navigate regimes. Highly aggressive and highly hedged, with frequent turnover.

It’s a rule-based engine: every day it measures momentum and trend signals across broad-market ETFs (e.g., SPY, QQQ) and a family of tech/semis ETFs. If volatility looks like it may spike or momentum is stretched, it tilts toward volatility hedges (VXX) and defense. Then it selects a trio of levered tech/market bets (SPXL, TQQQ, TECL, SOXL) using a moving-average performance screen to pick the best three. A meta-switch called the KMLM Switch gates which trio is chosen, based on a momentum comparison between XLK and KMLM. There are also “Bull Cross” and “Bear Cross” rules that react to price crossing moving averages to tilt toward risk-on or risk-off assets (including inverse/defensive ETFs). The portfolio also uses a handful of additional hedges (like SPXU, SQQQ, QID, BIL, GLD, IEF) and a few alternative hedging or ballast positions. The result is a dense, daily-rotating mix of long, leveraged-long, inverse, and hedged positions designed to chase strength while providing downside protection in volatile markets.

An aggressive, rules-based sleeve aimed at tech momentum with volatility hedges. Out-of-sample results show negative returns and larger drawdowns vs the S&P, making it a high-risk, diversification-focused option for risk-tolerant investors.