A daily, rule-based ETF rotation system using momentum, moving averages, and risk signals across many portfolios. It selects and weights a mix of leveraged, inverse, and traditional ETFs to chase trends while hedging risk.

Think of it as a big cookbook of recipes for different market moods. The system has several portfolios (Port 38–40) and many sub-recipes (Groups) that pick a small set of ETFs to buy (or short) today. Each recipe looks at a mix of signals you might have heard of, plus a few special rules: - momentum signals (is a stock ETF rising or falling), - trend signals (is a price average trending up or down), - strength comparisons (which ETF is strongest today vs others), - volatility and risk signals (a spread of volatility ETFs and hedges). For each recipe, the rules select one or more ETFs and assign weights (often fully allocating the recipe’s 100%). Some recipes lean into leveraged or inverse ETFs to magnify moves; others steer into defensive assets like short-term Treasuries, gold, or bonds. The system runs many layers of “if-then” checks (a decision tree) to decide whether to buy, hold, or hedge. It’s designed to adapt to different market regimes (bull, bear, sideways) by mixing growth, safety, and hedging with a heavy emphasis on ETFs rather than individual stocks. Important signals include RSI-style momentum checks, moving averages, and cumulative returns to measure how assets performed over various lookbacks. The overall aim is to capture upside in favorable regimes while reducing risk through hedges and risk-off slices, using a structured, rules-based, ETF-centric approach. Note: this involves leveraged and inverse products, which can magnify both gains and losses and may require careful risk management.

Out-of-sample, this ETF-rotation strategy delivers elite risk-adjusted gains with ultra-low downside (max drawdown ~0.24%), an unrivaled Calmar ratio, and solid upside capture, offering steadier growth and hedged exposure vs. the S&P 500.