A daily-rebalanced, four-bucket momentum system that picks the strongest asset within each bucket (IWM, SPY, QQQ, DIA) from a trio of ETFs, subject to a 200-day trend filter and a volatility-based risk guard using VIXY. It emphasizes scale-in sizing, levered and unlevered ETF choices, and cash/hedge shielding when turbulence rises.

- The portfolio is split into four market buckets: IWM (small caps), SPY (broad market), QQQ (tech), and DIA ( Dow). Each bucket gets a fixed share of the total: IWM 15%, SPY 35%, QQQ 30%, DIA 20%. - Inside each bucket, capital is allocated among three related ETFs (base ETF plus 2 leveraged variants) using a momentum rule. The one with the strongest recent momentum (highest RSI over the last 10 days) gets the allocation. - Before investing, a long-term trend check is performed: the asset’s current price must be above its 200-day moving average. If not, that asset is not favored. - A volatility screen using VIXY is active. If VIXY signals rising volatility (e.g., RSI over a threshold around 80) relative to the bucket’s baseline, the system can reduce exposure or favor cash/hedges, cascading through nested conditions. - Rebalance happens daily, adapting to changing momentum and volatility. - The result is a scale-in allocation: each bucket carries exposure to its strongest momentum instrument when conditions are favorable, with built-in risk protections to avoid sudden drawdowns.

Out-of-sample annualized return ~71.7% vs S&P ~19.7%; Sharpe ~1.35 vs ~1.10; Calmar ~2.94. A four-bucket, daily-rebalanced momentum strategy with trend and volatility risk guards, delivering higher risk-adjusted upside vs the S&P 500.