A dense, rule-based rotation system that uses RSI and momentum signals across a broad ETF universe to pick a single leveraged exposure (often 100%) or hedges, with a separate KMLM-based rotator layer guiding opt-in alternatives.

This system runs a large decision tree. It watches many ETFs (and some hedges) and calculates momentum signals (using RSI over short windows and moving-average checks) and price trends. When a specific asset passes its momentum thresholds, the code allocates most or all of your capital to that single asset (often a leveraged ETF like TQQQ or TECL). If signals show risk (e.g., high RSI across many assets, rising volatility, or counter-trends), it leans into hedges (UVIX, VIXM, GLD, UUP, etc.) or uses protective rotations. A separate KMLM switcher block picks among alternatives (TECL, SVIX, or a long/short rotator) based on different signal windows. The nested “group” blocks create thematic baskets (e.g., “Bull,” “Bear,” “VIX Blend,” “Bond Signals”) that feed into the final single-asset or minimal-asset allocation. The net effect is a continuously updated, levered, momentum-driven rotation that favors one main position while layering hedges and alternative exposures to manage risk.

Dynamic momentum rotation with hedges and leverage offers diversification beyond the S&P 500 and exposure to regime shifts. Caution: out-of-sample results show large drawdowns and negative returns; suitable only for very risk-tolerant, diversification-focused investors.