A daily-rebalanced, rules-based, multi-asset strategy that uses momentum and trend signals to rotate among levered tech (QLD/QID), levered broad market (SSO/QQQ/SPY), bonds (BSV) and hedges (UUP, XLU). It aims to chase uptrends with leverage while hedging risk during downturns.

In plain language, the strategy watches several funds that represent tech exposure, the overall market, bonds, currency strength, and a defensive sector. Every day it asks a series of questions about momentum and price: - Is Nasdaq momentum extremely high (RSI around 80+ on the Nasdaq levered ETF)? If yes, it may shift into the opposite Nasdaq position to avoid a quick reversal. - Is the broad market in uptrend (e.g., the 200-day moving average signal on SPY)? If yes, lean toward higher-risk equity bets; if not, tilt toward hedges or cash. - Among the candidate assets (QLD, QID, SSO, QQQ, SPY, BSV, UUP, XLU), it ranks them using short-term momentum and other tiny checks and picks the top one to own. In some branches it may even choose the bottom-ranked asset to keep risk in check. - It uses the USD and utilities as hedges during risky periods, sometimes assigning a larger portion to those assets (the “Mod 43%/19% DD” hints the risk tilts toward USD ~43% and utilities ~19% in certain regimes). - Holdings are adjusted daily, so the portfolio can react quickly to changing momentum or trend signals. What you end up owning if the rules trigger: a levered tech/stock position (QLD or SSO) or, in more defensive times, an inverse tech position (QID) or a bond/defense hedge (BSV, UUP, XLU). The exact asset chosen each day depends on the current momentum signals and the rule chain described in the strategy notes. The goal is to capture uptrends in tech and broad markets while reducing drawdown with hedges when momentum weakens. In short, it’s a momentum-driven, rules-based tilt among levered tech exposure, broad-market exposure, a bond ballast, and hedges, with daily checks and a cash-or-equal baseline in the mix. Examples of what the tickers represent (briefly): - QLD: ProShares Ultra QQQ (about 2x Nasdaq-100 exposure) - QID: ProShares UltraShort QQQ (about -2x Nasdaq-100 exposure) - SSO: ProShares Ultra S&P 500 (about 2x S&P 500 exposure) - QQQ: Nasdaq-100 ETF (tech-heavy index) - SPY: SPDR S&P 500 ETF (broad market index) - BSV: Vanguard Short-Term Bond ETF (short-term bonds, risk-off ballast) - UUP: Invesco DB US Dollar Index Bullish Fund (USD exposure) - XLU: Utilities Select Sector SPDR Fund (defensive sector exposure) Bottom line for a layman: It’s a rules-based system that tries to ride uptrends in tech and the overall market using leveraged ETFs, while using hedges like a stronger dollar and utilities when things look risky. It rebalances every day and uses momentum and simple price checks to decide which asset to own each day.

Momentum-driven, hedged rotation strategy. Lower beta (~0.88) with solid risk-adjusted performance: OOS Sharpe 1.04, Calmar 0.93, OOS annualized return 21.34% vs SPY 24.25%, offering diversification and downside discipline.