A daily, rules-based tactical strategy that shifts capital among a broad set of leveraged and inverse ETFs to express current market regime (bullish, bearish, or defensive). It uses momentum/trend signals against SPY, volatility probes, and defensive hedges to decide the single asset to hold, with a strong emphasis on risk management through diverse asset groups.

- The strategy checks every trading day to decide where to put most of your money among a large set of ETFs. - It groups assets by market view (bullish bets, bearish bets, and defensive/hedge bets). - For each group, it ranks candidates by simple momentum or trend signals (think “is this asset been rising fast recently?” or “is it cheaper now than it was a short while ago?”). - It then picks the best candidate in each group and allocates the entire capital to that asset (in that branch’s scope). - It also keeps a set of safety assets (cash-like, bonds, gold, dollar) to fall back on if risk seems to rise. - The signals rely on price trends, how the asset has performed in different time windows, and how versus the broad market (SPY) things are behaving. - The system often uses 3x leveraged ETFs to amplify moves in bull markets (e.g., SOXL for semiconductors, TECL for technology, SPXL for the S&P 500) and their bearish or inverse counterparts when a downturn is signaled (e.g., SOXS, SQQQ, SPXS). - The approach is fully rules-based and rebalances daily, so exposures can swing quickly with market mood. - It assumes a willingness to accept high short-term risk for the possibility of larger gains, given the use of leveraged products. - Important caveats: levered ETFs magnify losses as well as gains, correlations can change during stress, and the strategy’s complexity requires thorough understanding and risk management. The layman view is that it’s like a weather-driven, 1-asset-at-a-time “bet-the-mest” system that tries to pick the best levered bet for the current market mood while keeping some safety bets ready if the sky gets ominous.

Out-of-sample results show higher growth potential than SPY: about 40% annualized vs 23%, with a Calmar ~0.81. Expect larger drawdowns (up to ~50%), but a regime-driven, hedged approach aims for stronger upside in trends while moderating risk overall.