A momentum-driven, multi-asset strategy using leveraged ETFs to ride strong trends and hedges to limit downside; it ranks assets by momentum signals, selects a few, and weights them to form a concentrated portfolio, with built-in risk controls and minimal automatic rebalancing.

- Look across a broad set of assets, including levered stock ETFs (e.g., TQQQ, SPXL, SOXL), inverse/bear ETFs (e.g., UVXY, SQQQ, SPXS), and defensive/alternative assets (GLD, UUP, DBC, EFA, EEM, SHY, TLT, etc.). - Compute momentum and trend indicators (RI and moving-average based signals) over multiple lookback windows (from days to months). - Rank and select a small number of assets in each group (e.g., Best, Defense) using top/bottom picks and metrics like RSI, cumulative return, or moving-average return. - Assign weights to the selected assets (often 100% in a branch, sometimes split among a few) to form the portfolio at that decision point. - Prefer levered long plays (tech/semis) when signals confirm a strong uptrend; switch to hedges or bear/volatility bets when signals warn of a downturn or spike in volatility. - Apply risk filters (standard deviation, price vs. EMA, deviation from SPY) to avoid over-concentration and manage risk exposure; some branches trigger defense allocations if risk thresholds are hit. - Rebalance is limited or conditional (no fixed calendar rebalancing), with a narrow corridor controlling weight drift, to reduce turnover and emotional trading. This yields a dynamic, momentum-driven multi-asset allocation that shifts toward strong trendholders and away from weak or hedging-oriented opportunities when conditions change.

Tap into higher upside via a momentum-driven, multi-asset strategy that leverages strong trends and hedges to limit losses. Out-of-sample, ~37% annualized return vs SPY ~23%, with disciplined risk controls and minimal turnover; higher drawdowns possible in choppy markets.