A daily, highly tactical rotation among levered long bets (tech/semis), inverse/short hedges, and cash hedges, guided by momentum, volatility and strength screens with built-in risk controls and VIX/short-term-bond hedges. Highly turnover-prone and designed to ride up-trends while dampening drawdowns.

- Every day the strategy decides what to hold by looking at a large menu of ETFs and ETFs-on-stocks, including leveraged long bets (like 3x tech and growth plays), inverse/short bets (expectations of market drop or volatility rise), and cash-like hedges. - It splits the universe into Long/High-Beta oriented groups and Short/Bear oriented groups, plus defensive buckets. - Within each bucket, it uses a few screening rules to pick just a few assets: • Standard deviation of returns over short windows (e.g., 5–20 days) to find less-volatile or more-volatile leaders depending on the signal. • Cumulative return and moving-average-based momentum to favor assets showing a trend. • Relative strength against a benchmark (SPY) to see which assets are stronger or weaker than the broad market. - The algorithm then weights the selected assets (often with even cash) and places positions in the corresponding ETFs (e.g., SQQQ, SDS for shorts; TECL, TQQQ, SOXX, LABU for longs). It also uses hedge/cash layers (BIL for cash, UUP for USD exposure, SVXY for VIX-hedged positioning, and UVXY/SQXV-like instruments for volatility hedges) to manage risk. - Risk checks constrain drawdowns and volatility exposure, often referencing SPY’s performance or drawdown metrics as a primary guardrail. If a risk condition is hit (for example, SPY drawdown or RSI/price signals indicating risk-off), the system shifts toward hedges or cash and reduces net equity exposure. - The process is baked into nested blocks labeled Rotator Long, Rotator Short, Bear Things, Safety Town, etc., with explicit groups for scaling-in long/short exposures and for safety hedges. The outcome is a daily, position-constrained, multi-asset portfolio that alternates between aggressive long bets and defensive hedges, guided by trend/momentum/volatility screens and a set of risk limits.

Out-of-sample, aim for ~63% annualized return vs SPY ~30%, with strong risk controls and a Calmar ~4.5. Daily long/short rotations plus hedges seek big gains while dampening downside versus the S&P 500.