A daily-rebalanced, multi-asset strategy that blends leveraged Nasdaq exposure (QLD) with ballast (SHV, GLD, DBC/XME) and selective sector/commodity tilts, driven by RSI and moving-average momentum signals to chase upside while limiting drawdown.

- The portfolio is split into three main components: a growth sleeve (centered on QLD, a leveraged Nasdaq exposure), a ballast sleeve (cash-like SHV plus gold GLD and commodities DBC/XME), and a miscellaneous tilting layer that uses other broad-sector ETFs to fine-tune exposure. - Every day, the system recalculates signals and rebalances to match the current rules. - Signals are built from simple indicators: relative strength (momentum) tests and moving-average comparisons. For example, if the momentum of SPY/QQQ is strong and RSI-like readings are high, the system favors the growth sleeve (QLD and related equity proxies). If momentum signals weaken or reach thresholds suggesting overbought/overextended conditions, the model shifts toward ballast assets (SHV, GLD, DBC, XME) or even into complementary ETFs (e.g., XLP, XLK) as the rules dictate. - In many branches, there is a default “cash-equivalent” tilt (cash-equal) to avoid overexposure when signals are unclear. - The ballast block uses its own momentum logic (short-term and long-term) to decide when to hold gold (GLD) or shift to cash (SHV) or to commodity exposures (DBC, XME). - The overall framework is designed to provide growth when markets trend, with diversification and downside cushioning when signals indicate risk. - Start date in the configuration suggests historical testing began in 2007.

Out-of-sample, this strategy delivers higher risk-adjusted returns vs the S&P: Sharpe ~1.91, annualized ~49.8%, Calmar ~2.36, max drawdown ~21%. A momentum-driven growth-ballast mix with daily rebalancing aims for bigger gains plus downside protection.