A daily, cash-equal rotation among leveraged tech/broad-market ETFs guided by 10-day momentum and a volatility risk gate (via UVXY RSI), with KMLM acting as a switcher to optimize exposures and a cash proxy (BIL) for risk-off periods.

Daily, the strategy screens a basket of ETFs for the two strongest by a 10-day momentum metric and allocates capital equally among them. A separate risk overlay watches UVXY with a 10-day RSI; if UVXY’s RSI is very high (around 79), the model leans toward cash (or very low risk) rather than leveraging equities. KMLM acts as a switcher to influence which leveraged equity exposures (eg, TQQQ, TECL, SOXL, SPXL) are favored, depending on the current momentum signals. The portfolio also includes a cash proxy (BIL) and some rotation logic among treasury and other diversifiers (TMV, TMF, FTLS, UUP) to smooth drawdowns. Rebalancing happens daily and positions are cash-equal weighted across the selected assets. In short: if momentum is strong and risk is not excessive, lean into leveraged tech/broad-market ETFs; if risk spikes, move toward cash, with KMLM guiding which levered exposure to carry. Note: UVXY and some of the leveraged ETFs are volatile and meant for tactical rather than buy-and-hold use; the plan relies on rapid turnover and risk management rather than static holding periods.

Dynamic momentum with UVXY risk gating and cash proxies offers diversification and potential down-market resilience, complementing the S&P; however, OOS metrics indicate it may underperform upside-adjusted returns vs. the S&P.