A daily-rebalanced, highly diversified, momentum-driven portfolio that combines levered equity themes, inverse hedges, and volatility/bond hedges. It selects a handful of top assets from many groups ( tech, semis, biotech, global plays, and hedges) using multi-window momentum, trend, and drawdown signals to capture upside while trying to limit losses through hedging. It’s complex, levered, and designed to adapt to changing market regimes.

On a daily basis, the algorithm runs a long, branching set of rules to pick a small number of assets from many groups. It favors leveraged ETFs that show strong momentum (rising prices, favorable relative performance) and combines them with hedges (volatility-related funds and long-bond proxies) to limit risk. Each potential asset is evaluated using multiple signals, such as how much it has risen or fallen over different time windows, how its price compares to moving averages, and how its drawdowns look. The system then selects the strongest assets from each group (usually one asset per group) and allocates weight to them. If risk signals indicate danger (e.g., volatility spikes, weakness in major indices, or unfavorable trend indicators), the algorithm may reduce exposure, rotate into hedges, or switch to risk-off assets. Daily rebalancing means the portfolio can shift significantly as signals change. The overall aim is to harvest upside in strong momentum regimes across tech, semis, biotech, and related sectors, while incorporating hedges to protect against drawdowns and volatility shocks. The approach is explicitly multi-asset, levered, and rule-driven rather than discretionary. Note: many components (RSI, moving averages, max drawdown, cumulative returns, etc.) are used as momentum/volatility proxies, but the exact conditions are nested inside a large decision tree and group structure.

Out-of-sample: 23.5% annualized return vs SPY’s 20.4%, backed by diversified momentum and hedges. Higher upside with regime-aware risk controls—potential long-run growth that can beat the S&P 500, though drawdowns may be larger in stressed markets.