A daily-levered ETF rotation that blends momentum/macro signals to time bets across tech, semis, bonds, USD, and volatility, frequently using overfit rule-sets that can swing between aggressive long bets and safety hedges.

A daily-read decision tree looks at dozens of signals (price momentum, moving averages, volatility, dollar strength, rate trends) across many ETFs. If signals say “risk-on,” it tends to buy or hold leveraged tech/nasdaq bets (like TQQQ, TECL, SOXL) with chosen weights. If signals flip toward risk-off (rates rising, dollar strong, volatility high), it moves into safety and hedges (bonds like TMF/TMV, BIL, UUP, VIX-related ETFs, or even shorts like SQQQ/SOXS). Along the way, it applies mean-reversion checks (when assets look overbought or oversold) and a cascade of conditional tests (RSI thresholds, moving-average comparisons, and relative strength) to decide which sub-basket to tilt toward. It also uses a “Drops” routine to trim exposure when volatility spikes, and a “Safety Rotator” to bias toward safety assets. In short, it’s a daily reshuffle of a large, levered ETF zoo driven by a web of momentum, trend, and macro signals intended to capture short-term moves, with heavy risk controls that may mute gains or magnify losses.

Out-of-sample annualized return ~37.5% vs SPY ~19.8%, with oos Sharpe ~0.78 and Calmar ~0.82. Higher growth potential and active risk controls, but drawdowns can be larger (≈46% vs ~19%), reflecting aggressive upside with risk management.