A daily-rebalanced, cash-equal mix of leveraged tech/broad-market bets, EM, gold, REITs, and volatility hedges, driven by RSI and trend signals to rotate into the strongest themes while diversifying risk.

The strategy starts with cash. It divides that cash into major groups driven by market themes (Tech/Leverage, Broad Market, Emerging Markets, Gold, REITs, and Volatility hedges). Within each group, it tries to invest in the most favorable assets using equal-weighting across assets in that group, unless a specific node calls for a tilt toward one asset. Signals that drive decisions include: - RSI momentum checks on certain ETFs (e.g., TQQQ, UVXY, SQQQ, UPRO, TECL) with short windows to gauge whether momentum is extreme (overbought or oversold). - Price vs. moving averages to judge if an asset is in an upward trend (price above a long-term average) or not. - Relative performance screens against peers (e.g., which group leader is strongest versus SPY or EEM) to choose rotation targets. - Conditional branches that determine whether to stay in leveraged equity bets or switch to hedges like UVXY, SQQQ or gold via UGL/GLL, and occasionally to bond/treasury exposures (e.g., TMF/TMF family) when risk signals spike. The plan is daily rebalancing, so positions are adjusted every day based on the latest signals. The result is a dynamic, diversified yet aggressive stance intended to ride momentum across multiple asset classes while attempting to hedge risk with volatility and macro-related exposures.

Out-of-sample, this strategy shows superior risk-adjusted results: Sharpe 2.27 vs SPY 1.41, Calmar 4.35, and ~91% annualized return vs ~29% for SPY. Drawdowns can be larger, but diversification targets stronger, steadier upside.