Daily-rotating, multi-asset strategy that blends leveraged equity bets with hedges and cash, guided by momentum/RSI rules and a KMLM rotation block to adapt to markets. It shifts between growth tilt and risk-off hedges, aiming to capture upside while reducing drawdowns.

- The strategy rebalances every day across a broad mix of assets (stocks, sector ETFs, leveraged ETFs, volatility hedges, and cash-like funds). - It uses momentum and trend rules to decide where to invest. The core momentum checks look at relative strength (a measure of how well an asset has been performing) and a short-term price momentum screen, usually over a 10-day window. If momentum is strong but not extreme, it tends to favor a couple of top performing assets and allocates a large portion of risk to them (e.g., 45% of the allocated portion to each of the top two picks, totaling 90% for the two, with the rest spread across hedges and cash). - The assets involved include popular broad-market funds (like SPY, QQQ, XLP, XLV, XLF), defensive and hedging instruments (UUP for the dollar, BIL for cash-like Treasuries, UVXY for volatility hedges, SQQQ/SOXS for downside hedges), and leveraged growth vehicles (TECL, TQQQ, SPXL and related leveraged sector plays). - If the momentum or RSI conditions indicate a strong bull regime, the system rotates into leveraged long positions. If conditions indicate overbought momentum or rising risk, it shifts toward hedges and cash to reduce exposure. There are several backup rotations (Bear Strategy, Dip Buying Tech, and the KMLM switcher) that reallocate among a wider set of assets under specific qualifiers (RSI thresholds, moving-average signals, and price-relative checks). - The “KMLM switcher” portion acts as a separate rotation block that activates when certain RSI and momentum criteria align, choosing among UVXY, a few protective/alternative assets, and select leveraged plays to balance risk and potential return. It also references a benchmark or reference asset called KMLM as part of its rotation logic. - The strategy explicitly totals exposure across asset classes and uses weighting rules (for example, main selectors carry 45/100 weights, with supporting assets carrying 15–25% or cash-like allocations). - In essence, it’s a disciplined, rule-driven, daily-tuned mix of growth bets and protective hedges designed to adapt to changing market conditions while seeking upside from momentum and controlling risk with hedges and cash buffers.

Dynamic, rule-driven daily-rotation strategy blending leveraged growth with hedges and cash. Out-of-sample return is modest (~1.5% annualized) and risk is higher than SPY, but it offers diversification and potential tail-risk protection for a core S&P portfolio.