A daily-rebalanced, multi-sleeve strategy that blends levered trend bets (SPY and QQQ paths), a dividend/quality core, sector rotation, and hedging to chase upside while damping risk. It combines several rule-based modules and a healthcare-adaptive sleeve for complexity and diversification.

Here is a plain-language map of how it functions: - Daily, the system reviews a large set of rules to decide which sleeves to own and how much to weight them. - SPY path (the SPY Double Pop Bot): looks at momentum signals on SPY-related levered proxies (SPXL) and, if certain momentum conditions are met, it may tilt toward levered exposure. It also uses signals on a related hedging instrument (UVXY) to protect against spikes in volatility when conditions look extended in the other direction. - QQQ path (the QQQ Double Pop Bot): a parallel setup focusing on QQQ and its levered proxy (TQQQ); it uses short-window momentum signals to tilt toward levered exposure or, if signals don’t align, to avoid or reduce leverage. - The Weekly Grind: this is the core ballast. It targets a 50/50 blend of Schwab US Dividend Equity ETF (SCHD) and KMLM (KFA Mount Lucas Index Strategy ETF). This sleeve provides a relatively stable dividend/quality tilt with a complementary, less-populated factor exposure from KMLM. - Anti-Beta Hedge: a defensive sleeve that holds a mix of hedging/defensive assets (e.g., BTAL, GLD, TLT, IEF, SHY, UBT? TBF, DBC, XLE, XLP, XLV, XME). The system selects the top four based on a momentum/cumulative-return screen over a long window and weights them to damp overall portfolio beta. - Sector Rotator: rotates exposure among the major sectors (energy, financials, industrials, utilities, healthcare, consumer staples, consumer discretionary, technology, materials, real estate) by choosing the top three sectors over a short window. This aims to ride the strongest parts of the market rather than sticking with broad indices alone. - Adaptive Asset Allocation healthcare edition: a more dynamic module that uses levered plays (UPRO, TMF) and macro hedges (UUP, DBC) plus volatility-adaptive rules to tilt toward or away from risk depending on moving-average signals and volatility conditions. - Bond Market Check: a risk screen that compares bond-market signals (via BND and related data) against equity signals (SPY) to decide how defensive to be. - The flow is intentionally layered: rules trigger other rules, and weights are adjusted daily rather than kept constant. In practice, this means the strategy aims to capture upward trends with leverage when signals agree, while expanding hedges and safer exposures when signals show risk, all within a diversified framework.

Out-of-sample, this strategy targets ~56% annualized returns with a 1.56 Sharpe and 2.77 Calmar, outperforming the S&P 500 on upside via multi-sleeve trend, quality core, sector rotation, and hedging.