A daily rotating, rule-based system that mixes leveraged equity ETFs, volatility bets, and defensive assets. It uses momentum indicators (RSI, moving averages) and regime signals to pick top/bottom assets within each group, aiming to ride strong trends while hedging risk during stress. It’s complex, leverage-heavy, and designed for active management rather than buy-and-hold.

- Every day, the system runs a series of conditional checks across groups labeled like Overbought S&P, Extremely oversold S&P, Risk Off/Bear, Defense, and Bull/Bear mosaics. - For each group, it screens a list of candidate assets (often one to a few per group) using indicators like RSI (momentum/overbought-oversold), moving-average momentum, and price versus moving averages to rank candidates. - It then picks the top or bottom asset in each screen (often 1 asset per group) and assigns a full allocation to that asset within that group’s slot. - Across all groups, the final positions form a diversified basket combining levered equity ETFs (e.g., SOXL, TECL, TQQQ, SPXL), volatility proxies (UVXY, VIXY), Treasuries (TMF/TMV, SHY, AGG), and select defensive or international ETFs (GLD, EWZ, EPI, UUP, UCO, etc.). - The strategy uses a daily rebalance to adjust the positions as momentum, regime, or risk signals change. - It also uses several cross-checks against SPY and various trend indicators to avoid extreme or contradictory signals. - The design emphasizes capturing large directional moves via leverage while opportunistically hedging with volatility or bonds when signals deteriorate. - Important caveat: leverage ETFs are more volatile and can suffer from value erosion in choppy markets; the strategy’s heavy layering of signals increases complexity and risk, so it should be used by sophisticated investors with risk tolerance for rapid rotations.

Out-of-sample, this daily-rotation strategy targets ~41% annualized returns vs ~21% for the S&P, with Calmar ~0.75 and Sharpe ~0.82. Expect higher volatility and drawdowns (~55% vs ~19%), but with substantially bigger upside.