A daily, rule-based portfolio that rotates among a wide mix of ETFs (including leveraged and inverse bets) to capture momentum, volatility, and regime shifts. It selects top/low performers within groups, allocates equal weights, and assigns a fixed share of the portfolio to this collection (around 20% of total). The approach blends risk-on, risk-off, and hedging assets, with multiple conditional paths that depend on recent market signals.

- Every day, the system scans a large pool of ETFs and selects a few that look strongest according to predefined tests. - Each mini-strategy (group) picks up to two assets from its own list, using simple rules like: which assets performed best recently (moving-average return over 10 days or 3 days), which assets were most stable (lowest standard deviation over recent days), or momentum comparisons against a benchmark (relative strength tests such as RSI-like signals). - Assets are then combined within each group with equal cash weight. - Several groups exist (for example a “BSC” volatility-focused group, a “Wooden ARKK Machine” growth/tech oriented group, and others with different asset mixes). - The groups themselves feed into an overall portfolio with a stated allocation (e.g., 20% of the total portfolio dedicated to this collection). - The process uses both traditional assets (broad stock and bond ETFs) and specialized instruments (leveraged and inverse ETFs, volatility products) to attempt to exploit trends, hedge risk, and diversify across regimes. - Signals include: recent price moves, volatility, and how different assets have performed relative to each other. Some decisions compare the performance of bonds vs stocks, or growth vs hedged exposures, and even compare market momentum to volatility spikes. - The strategy rebalances daily, adjusting holdings to reflect the latest signals and rankings. - It relies on understanding how leverage and volatility ETFs work, because they magnify gains and losses and can behave very differently from traditional stocks. - In short: it’s a dynamic, rule-based mix of bets across assets intended to adapt to changing markets, with built-in hedges and a fixed overall stake to this collection.

Out-of-sample: ~63% annual return vs ~22% for the S&P, with Calmar ~1.28. A dynamic, regime-aware ETF mix captures upside across markets while hedging risk, offering stronger diversification than the S&P 500. Note: higher upside comes with larger drawdowns.