A daily, multi-asset, rule-based strategy that rotates among momentum tech/growth (with leverage), dividends, and defensive cash/bonds, plus tax-aware wash/switch rules (KMLM). It blends growth, income, and risk management with frequent rebalancing and complex signal logic.

- Every day, the strategy looks at a large set of market signals and splits its capital across several baskets. Think of these as buckets: Frontrunner (momentum leaders in tech and growth), Dividends (income-focused picks), and Dip Buy (buying after dips). There are also wash/switch blocks that try to avoid tax issues and adjust exposure when regimes change. - The signals are mostly momentum/strength based. The model checks whether certain assets are stronger than others over short windows (about 10–126 days) and whether their recent price paths suggest continued upside or risk-off behavior. - Depending on these signals, the strategy allocates 100% of capital across a curated set of assets. These assets include popular ETFs (like the broad market SPY, tech-focused XLK/QQQ, and dividend SCHD) and leveraged ETFs (like TECL, SOXL, TQQQ) as well as hedges and cash-like proxies (BIL, SHV, SGOV, etc.). - There are dedicated blocks that tilt toward dividends, tilt toward risk-on tech momentum, and tilt toward cash/bonds when volatility or risk indicators are high. The system also includes groups that rotate into or out of specific themes (e.g., SPY/SH/SHV wash, KMLM switch wash) to avoid downturns and to manage tax implications. - Leverage and volatility exposure can be large: UVXY (volatility), UVXY-related paths, QLD/SQQQ/UPRO/SOXL/TECL/ROM are common; these magnify gains when trends are favorable but amplify losses when conditions reverse. - The overall aim is to combine growth potential (momentum tech and levered exposures) with income and defensive layers (dividends, Treasuries, cash proxies) while using rotation rules to avoid bad regimes. It requires active monitoring and careful risk controls if used in live trading.

Out-of-sample edge: ~40% annualized return vs ~16% for the S&P, stronger risk-adjusted performance (Sharpe ~1.15 vs ~0.89), and smaller drawdown (~16% vs ~19%). A rules-based, multi-asset rotation aims for higher growth with managed risk.