A daily-rebalanced, multi-theme momentum strategy that combines international momentum with EM exposure, US defensives, and currency hedges. It uses RSI and moving-average screens to pick a few top assets per theme, with equal weights within each theme and limited use of leverage in the strongest international signals.

- The plan is split into four theme groups: International Momentum, Emerging Markets, US Defensive, and International Hedge. Each theme selects a small number of ETFs based on momentum or performance over a recent window. - Momentum signals (RSI) tell the system which assets are currently showing strength. If an asset’s RSI is high, it’s more likely to be included. - Movement over time is measured with moving-average-return; the assets with the strongest recent performance are chosen (top N per group). - In the International Momentum group, leveraged ETFs are used to amplify exposure when momentum is strong; only the top two are kept in that sub-theme. - The Emerging Markets group similarly uses a moving-average screen but with unlevered exposures. - The US Defensive group uses defensive assets (like gold, USD-related assets, and bonds) and applies RSI checks to pick the preferred hedges. - The International Hedge group tilts into currency hedges (like FXE, FXY) to reduce currency risk from international holdings. - Weights within each chosen set are equal, and the whole plan is rebalanced daily to reflect the newest signals.

Daily, multi-theme momentum across international, EM, US defensives, and currency hedges. Out-of-sample results show higher risk-adjusted returns, stronger upside capture, and smaller drawdowns versus the S&P 500, with controlled leverage.