A daily rotating, rule-based portfolio that uses momentum, volatility and trend signals across a broad universe of ETFs (including leveraged and volatility products) to pick and weight assets within thematic groups. It aims to chase strong momentum while hedging risk, through a multi-layer decision tree that selects one or more assets per group and rebalances every day.

- Every day the system scans a large universe of ETFs (including leveraged and inverse products). -Assets are grouped into themes (for example: Biotech+Tech, Defense, and other labeled buckets). -Within each group, assets are filtered and ranked using multiple criteria: momentum (how much they’ve gained recently), moving-average signals, RSI for overbought/oversold, volatility signals (standard deviation), and price-versus-market-context checks (like vs SPY). -From each group, one or more assets are chosen (often the top-ranked asset in that group). Some nodes deliberately pick the single best asset; other nodes select multiple depending on the rule set. -Each group is then assigned a weight, and the selected assets in that group are combined according to those weights to form the daily portfolio. Some parts of the tree push heavy allocations to certain groups (e.g., “Defence” or “Bear Market” clusters) when conditions say risk is rising; other parts tilt toward momentum-driven long bets when conditions look favorable. -A hedging layer uses volatility-related ETFs (like UVXY, VIXY) and sometimes inverse ETFs to dampen drawdowns when market conditions deteriorate. -The process is repeated every trading day; positions are adjusted to reflect the latest signals. The backtest notes included (AR, MDD, replacing certain tickers) indicate historical experimentation and changes to the universe and rules over time. The overall aim is a diversified, dynamic allocation that can ride uptrends in multiple themes while trying to hedge or prune risk during downturns.

Out-of-sample return ~46% vs SPY ~22%, Calmar ~1.08. A diversified, momentum-driven strategy with dynamic hedging and daily rebalancing—greater upside than the S&P, but larger drawdowns.