Daily, rules-based momentum strategy using 3x levered sector ETFs to buy the top 2 and short the bottom 2, gated by rate-market RSI signals; 90% invested, 10% cash, rebalanced daily.

Daily rebalanced, rules-based momentum strategy. - Universe: 8 leveraged ETFs (4 bull, 4 bear) representing major sectors; plus rate/broad-market signals (TMF, SPY, IEF, IWM). - Signals: RSI-based checks on TMF and broad-market proxies gate whether rotation occurs; within a rotation, rank the 8 ETFs by short-term momentum (4-day window) and pick the top 2 to buy and bottom 2 to short. - Positioning: Allocate roughly 90% of capital across the four selected ETFs (evenly), leaving about 10% in cash as a buffer. - Rebalance: Every trading day, updating signals and weights. - Variants: TMF-guarded rotation vs no-TMF-guard rotation; additional breadth checks (IEF vs IWM) influence which branch is active. - Risk: High due to leverage, short-side exposure, and daily rebalancing; not suitable for all investors.

Out-of-sample: ~27.9% annualized vs 22.6% for the S&P, using daily long/short sector momentum with rate-gate signals. Aims for higher upside by riding leaders and shorting laggards, with disciplined risk controls—though drawdowns are higher.