A dense, rule-based rotation system that uses momentum and trend signals to pick a small, leveraged ETF basket for daily exposure. It shifts between risk-on bets (TECL, SOXL, TQQQ, UPRO, QLD, etc.), hedges (UVXY/VIX products, TMF/TLT, SHY, BIL), gold, and other assets, aiming to ride the regime while hedging risk. It relies on RSI, moving averages, and return metrics across multiple windows, with many nested conditional blocks and occasional rotation switches (KMLM-like) to choose among tilts. The result is a highly dynamic, many-layered portfolio that can deliver outsized moves in trends but carries substantial complexity and leverage risk.

What this strategy does in plain language: - It treats the market as a set of regimes (growth/risk-on vs. volatility/risk-off, inflation/rates scenarios, etc.). It tries to pick a small number of ETFs most likely to perform well in the current regime and to hedge when risk rises. - It uses momentum indicators to decide which assets look strongest. The most common momentum proxy here is RSI (a measure of price strength) calculated over various lookback windows. It also uses moving averages (e.g., price vs a long-term average) and rolling return measures to rank assets. - It splits the universe into groups (e.g., tech leaders, gold/defense, bonds, volatility, etc.). Within each group, it ranks candidates by momentum metrics and then tends to buy the top one or two assets, often with full weighting (the strategy frequently uses allocations around 100% to a chosen asset). - It leans into leveraged and inverse ETFs to amplify moves in favored directions (for example, TECL or SOXL for big tech/semis, TQQQ for broad tech, UPRO/QLD for broader growth, UVXY or VIXY for volatility spikes, TMF or TMV for bond-market hedges). - It uses a lot of defensive hedges when signals indicate risk surges. That can mean moving into volatility products (UVXY) or into bond-oriented or less-correlated assets (TMF, TMV, SHY, BIL) and sometimes to gold proxies (GLD, GDX, UGL). - There are meta-rotation rules (e.g., a KMLM-based switcher) that pick between different rotation schemes or tilt factors (like TECL/SVIX/L/S Rotator) depending on short-term signals. This adds a layer of conditional switching between competing tilts rather than sticking to a single rule set. - In practice, this creates a daily target basket composed of a few assets from a long roster, assigned high weights when the rule says so. The approach aims to capture upside in favorable regimes while providing protection with volatility and fixed-income or commodity hedges when regimes worsen. - Because it relies on many signals and uses leverage, it’s sensitive to market regime shifts and can incur large drawdowns in choppy or rapidly reversing markets. It’s best understood as a high-conviction, rules-based rotation framework rather than a simple buy-and-hold plan.

Out-of-sample annualized return ~359% vs SPY ~109%, with protective drawdown controls and strong risk-adjusted metrics—driven by regime-aware leverage and hedging.