A daily, rules-based, leveraged multi-asset strategy that uses momentum and volatility signals to rotate among equity, hedged/leveraged equity, bonds, cash proxies, gold, USD, and commodities, aiming for upside in strong markets with built-in risk protection.

- Every day, the strategy scans a set of assets including SPXU (inverse S&P 500), UPRO (3x S&P 500), TQQQ (3x Nasdaq), SPY, QQQ, SCHO, BSV, IEF, BND, GLD, UUP, SPY, PDBC, and others. - It uses momentum signals (cumulative returns) over several windows (5x, 10x, 20x, 60x, 600 days) to pick the best performing asset within a group, then allocates to that asset. - A volatility hedge kicks in via RSI on VIXM. If the RSI over a 40-day window is above 68, the strategy tilts toward SPXU (a bearish hedge on the S&P 500) to reduce risk. - When momentum rules favor equities, the system may select levered long exposure (UPRO, TQQQ) to magnify upside. When equities underperform or risk signals flip, the system rotates into defensive assets (short-term Treasuries like SCHO, money-like assets like BSV/IEF, cash proxies, gold GLD, or USD UUP). - In some blocks, the top asset is chosen from a pool (e.g., SPY vs PDBC) based on which has higher cumulative returns, using a 60-day window among other lookbacks. - The plan often holds a cash-equivalent position or distributes weight relatively evenly if no asset meets the rule conditions (wt-cash-equal). - The portfolio is rebalanced daily, and leverage magnifies results, so drawdowns can be large in downturns. - The goal is to maximize upside when trends are favorable while providing protection during volatility spikes, using a mix of equity leverage, hedges, bonds, and macro diversifiers.

Out-of-sample annualized return ~41% vs SPY ~23%, with Calmar ~1.03. A momentum-driven rotation strategy uses hedges and selective leverage to capture big upside in trending markets—while drawdowns can be larger in downturns.