Daily-rebalanced, multi-module ETF strategy mixing volatility hedges with momentum growth bets, using filters (momentum, volatility, RSI) and backtests to pick and weight assets from a large ETF universe.

- The strategy is divided into modules or groups that are evaluated daily and then combined into a single portfolio. - One main module (BSC / Drop Those Pops Combo - Huge Volatility) looks at a pool of hedges and volatility-related ETFs (eg VIXY, TMV, TMF, QID, UUP, SPLV, XLP) and selects the top 2 assets based on a 10-day moving-average momentum signal; if a certain condition isn’t met, it instead selects the bottom 2 assets based on a short-window (4–5 days) standard-deviation measure. All selected assets in that module are weighted to 100% within the module, and the module itself receives a portion of the overall portfolio weight. - There are nested conditional branches (IFs) that compare momentum and volatility signals across different asset groups (for example, SPY’s volatility, or the standard deviation of returns) and then route to alternative asset selections (e.g., other hedges like SVXY, BTAL, VIXM, LABD, YANG, YINN). - A separate branch family named “Wooden ARKK Machine” captures growth-oriented, ARKK-like exposures using a large set of growth/tech ETFs (TECL, UPRO, TMF, YINN, EDC, SOXX, LABU, HIBL, WEBL, URTY, TYD, TY0, etc.) and applies RSI- and momentum-based gates to choose top/bottom candidates. These branches frequently use a 15-day RSI gate comparing to a longer-term reference (often SPY or QQQ proxies) to decide whether to enter or avoid growth bets. - Some branches rely on explicit backtests (e.g., “3 Year Backtest Version,” “3 Year Backtest” or “WAM Collection - 3 Year Backtest”) to filter or prioritize asset choices based on historical performance metrics like max drawdown or relative strength. - The system uses weight constants at multiple levels (e.g., percent allocations for large groups and for individual assets inside groups) to compose the final portfolio. The daily rebalance resets these weights based on the latest signals. - Tickers include a mix of volatility hedges (VIXY, SVXY, VIXM), leverage plays (TECL, UPRO, LABU, WEBL), inverse or hedge ETFs (QID, PSQ, SH, LABD, YANG, YANG), broad market proxies (QQQ, SPY, AGG, BND, SCHZ), and sector/theme exposures (XLP, SOXX, SOXX, ETF-based growth bets). The result is a blended portfolio that aims to exploit short-term momentum in growth assets while maintaining protection against volatility and downside risk.

Out-of-sample return 25.94% vs SPY 22.21%, Calmar ~0.48. Daily-rebalanced, diversified mix of volatility hedges and momentum-growth ETFs aims for higher upside with transparent rules. Note larger drawdowns in downturns vs S&P.