A complex, rules-based, levered ETF strategy that rotates among tech/semis, bonds, dollar and other assets using momentum and trend signals. It also uses hedges (UVXY, bear ETFs) and macro groups (Bear Market, Defense) to adapt to regimes, often placing 100% of capital into a single asset at a time. It’s powerful in backtests but high-risk in live markets due to leverage and rapid shifts in regime.

Plain language view: The system watches many ETFs—some that go up with stocks, some that go up when bonds or dollars rise, and some that go up when markets get very volatile. It uses signals like how strong a stock has been recently (momentum) and whether prices are above or below their longer-term trends. Based on these signals, it chooses one asset to hold (often the entire position in that asset) and ignores the rest. It also looks for hedges or inverse bets when risk seems high (for example, betting on volatility via UVXY or on bear/short exposures like SOXS or SQQQ). The strategy is organized into big scenario blocks (Bear Market, Defense, etc.) that guide which kinds of assets to favor under different conditions. In short: it is a big, rule-driven rotation among growth-focused ETFs, tech/semiconductors, international exposures, commodities, currencies, and defensive/bond proxies, aimed at riding trends while trying to protect against downturns. The signals come from simple ideas you may recognize in plain terms: is a market expensive or overbought (via RSI and price vs. moving averages), is a sector or asset stronger than its peers (momentum ranking), and is volatility spiking (UVXY) or is the dollar/bonds acting safely. The approach trades in and out as the rules say, with allocations typically being full weight to a single asset at a time rather than spreading capital across many assets. Key tickers you’ll see include UVXY (volatility exposure), UVXY-related signals, SOXL/SOXS (semiconductors), TECL/TQQQ/SPXL/UPRO/QLD (tech and broad market triple/dual-leveraged plays), QQQ/SPY (major indices), TMF/TMV (long/short treasury), BIL/SHY/AGG (bonds), USDU/UUP (dollar), EWZ/EPI/EEM (foreign stocks), UCO and GLD (commodities and gold), and a host of other sector/country ETFs. Note: this is a complex system that requires careful risk controls and understanding of levered ETF dynamics; real-world results can vary dramatically from backtested figures.

Out-of-sample: 37.8% annualized return vs SPY’s 23.2%, with solid risk-adjusted metrics (Calmar ~0.88, Sharpe ~0.82). A momentum-driven, hedged rotation aiming for bigger upside than the S&P—albeit with higher drawdown risk.