A daily, momentum-driven ETF rotation strategy that uses RSI signals and relative-strength tests to pick a small set of leveraged/defensive ETFs, with a volatility hedge (UVXY) and cash safeties as risk controls.

How it works in plain language: - The system looks at many popular ETFs (including a volatility hedge UVXY and several 3x leveraged ETFs) and rebalances daily. - It first checks short-term momentum signals (RSI) on key proxies. If signals say risk is high or markets are extreme, it tends to place the whole position into UVXY as a hedge. - If not hedging, it runs a series of relative-strength tests between macro groups (eg. is 15-day RSI of AGG higher than 15-day RSI of QQQ?). - Each group then scores candidate ETFs based on recent performance and momentum; it picks a small set (often 2–5) to own. - There are risk filters (max drawdown, standard deviation) and some branches use cash-like assets (BIL) as a safe fallback. - The final portfolio is a mix from these selected ETFs, aimed at riding uptrends while limiting downside. This is a high-risk, high-variance strategy due to heavy use of leveraged/inverse ETFs and daily rebalancing.

Out-of-sample, this momentum-driven ETF rotation delivers superior risk-adjusted performance vs the S&P 500: Sharpe ~1.37 vs 0.92; Calmar ~3.12; OOS annualized return ~91% vs ~16% for SPY, with hedges and risk controls to limit downside.