A daily-rebalanced, rule-based ETF rotation that splits 25% into a volatility hedge (VIXY) and 75% into a two-ETF momentum/volatility-screen basket, with extra modules (e.g., Wooden ARKK Machine) applying RSI/relative-strength checks to refine picks among leveraged/inverse and sector ETFs.

- Every day, the system decides what to own, splitting capital into two legs: a volatility hedge (about 25%) and a non-hedge basket (about 75%). - The volatility leg uses VIXY (a volatility ETF) to provide a hedge against big market swings. - The non-hedge leg is a rotating group of ETFs (stocks, sectors, and some inverse/leveraged funds). It picks two assets using several simple screens: the assets with strongest short-term momentum over different lookbacks (e.g., 10 days, 3 days) and the assets with the lowest recent volatility (measured over a window like 20 days). - Some parts of the system (nicknamed “Wooden ARKK Machine” modules) run additional screens that compare paired ideas (e.g., AGG vs QQQ, or BND vs QQQ) using a momentum/strength rule to tilt holdings toward the stronger side. - The chosen assets are then weighted and held for a day, after which the process repeats with a new daily rebalance. The universe includes a mix of standard equities, sector ETFs, and leveraged/inverse ETFs (e.g., TQQQ, QID, PSQ, SDS, TMV/TMF, SVXY, BTAL, VIXY, VIXM, UUP, SPLV, XLP), aiming to capture upside while mitigating risk through hedges. This is a complex, active strategy suited for experienced investors who understand leveraged/Inverse ETFs and the risks of daily rebalancing.

Out-of-sample, this strategy delivers far higher upside and risk-adjusted gains vs the S&P: ~62% annualized return, oos Sharpe ~1.14, and Calmar ~1.33. It uses a 25% volatility hedge plus daily rotation. Note: drawdowns can be larger (~47%).