A daily, rule-based tactical strategy that builds a one-asset (often levered) position from a big pool of ETFs, using momentum, RSI/relative strength, and price-versus-SPY checks to adapt to market regimes—riskier, leverage-heavy, and aimed at exploiting regime shifts.

Every day the system scans a large pool of ETFs (broad market, leverage, inverses, bonds, volatility, crypto-related funds, etc.). It runs a long list of rules that check momentum, trends, volatility, and price relationships. Assets that score best under each theme are picked (often a single asset per theme) and given a 100% allocation within that theme. The daily rebalance then resets everything for the next day. The aim is to ride market regimes: go with momentum in up cycles, shift to hedges and defensives in risky times, and mix in volatility plays when signals suggest a sharp move is coming. It uses SPY as a baseline for comparisons and a few assets are chosen based on how hot they are relative to SPY. The result is a dynamic, highly tactical basket that can include familiar names plus many leveraged or specialized ETFs.

Out-of-sample, this regime-adaptive, leverage-friendly strategy targets ~52.5% annualized return vs ~22.5% for the S&P, with a Calmar ~2.49 and Sharpe ~1.32—more upside and disciplined risk, despite higher drawdowns.