Daily, multi-group, momentum-driven ETF basket using leverage and hedges; picks top performers with moving-average and RSI signals, rotates into defense when risk signals fire; highly leveraged, high-turnover, and risk-intensive.

- The fund manager uses many sub-strategies (Groups) that screen a wide universe of ETFs for the best ideas each day. Think of each group as a mini-pundit panel picking the strongest bets within a theme (like tech exposure, biotech, or defense assets). - Signals come from several simple ideas, applied over different rolling timeframes. The main screens look at momentum (how much price has risen recently), mean-reversion (whether a recent move is likely to reverse), and trend strength using moving averages. One common screen is moving-average-return over a window (a short lookback like 5–10 days, sometimes longer like 20 or 360 days). - A separate signal uses RSI (a momentum/strength measure) to spot “overbought” or “oversold” situations. When RSI shows extreme readings, the screen may flip to a hedging or defensive asset rather than a continue-long bet. - The system also compares price versus big benchmarks (like SPY, the broad US market proxy) using moving averages to decide if an asset is trending up or down relative to the market. - The asset universe includes a mix of stock ETFs (e.g., QQQ, SPY), sector/levered ETFs (e.g., TQQQ for 3x tech, TECL for 3x tech, SOXL for semiconductors), inverse or bear ETFs (e.g., SQQQ, SPXS, SOXS), volatility hedges (UVXY, VIXY), and fixed-income substitutes (various bond ETFs like SHY, BIL, AGG, TLT, TMF, TMV). - Weights are rotated so that, frequently, a group ends up with an equal cash stake across its members (wt-cash-equal), and then the system picks the top asset within that group based on a momentum score (e.g., moving-average-return) to fill the group’s target slot. - Rebalancing happens daily, which means the portfolio is re-evaluated and adjusted every trading day, aiming to keep the daily signals aligned with the latest momentum and risk conditions. - The strategy explicitly builds defensive baskets (like “Defense | Modified” and “B” groups) that tilt toward bonds, cash-like proxies, or lower-volatility assets when conditions suggest a risk-off environment (for example, long-term Treasuries or short-term bills, or volatility hedges). - The overall structure is hierarchical and modular: you’ll see many nested groups (e.g., “WAM Core,” “Muted WAMCore,” “Bear,” “Lab Rat FTLT,” etc.). Each layer applies its own signal checks, then contributes its top picks to the final portfolio. - In short, this is a high-octane, math-driven menu of bets with explicit hedges, designed to harvest upside in clear trends while maintaining risk controls and occasional defensive rotations. The result is a diversified, leverage-intensive portfolio that can outperform in strong markets but requires careful monitoring given leverage and daily turnover.

Leverage-enabled, diversified momentum with hedges aims to beat the S&P. OOS return ~33% vs SPY ~21%, capturing larger upside in trends with built-in risk controls; note higher drawdowns in downturns.