A daily-rebalanced, highly adaptive, multi-basket strategy that rotates among aggressive levered equity exposures (like TQQQ and SOXL) and hedges/defensive assets (UVXY, VIXY, BTAL, BIL, TMF, GLD, UUP) using a web of momentum, volatility, and drawdown signals. It aims to chase trends when conditions look favorable and switch to safer assets when volatility spikes, using a wide set of ETFs to express those moods. It’s complex, high-variance, and best suited for an aggressive, hands-on trader who understands levered products and hedging dynamics. If you want to swap in different tickers (for example, a less-popular option like KMLM), you’d be changing the behavior of the baskets and how signals apply, since the system’s rules are tightly tuned to the specific assets in the current menu.

- Rebalance frequency: daily. The system recalculates signals every day and assigns weights to different baskets accordingly. - Core idea: be aggressive when signals say “go” and hedge when signals say “protect”. It achieves this by cycling among levered tech/big-move baskets (eg TQQQ, SOXL, TECL), hedges (UVXY, VIXY, SQQQ), and safety/defensive assets (BIL, BTAL, TMF, GLD, UUP, XLP, etc.). - Signals used (at a high level): • Momentum and trend signals based on relative strength and cumulative returns (think “has this asset been the leader recently?”). • Volatility and risk signals (volatility proxies like UVXY/VIX, and max drawdown checks) to decide when risk is rising. • Price and moving-average tests (moving-average-price comparisons, moving-average-return tests) to gauge whether a basket should be added, reduced, or switched off. • Grouped logic (TQQQ-or-not, Macro Momentum baskets, Bond-Stock tilt groups) to select among large, themed baskets rather than single tickers. - Position construction: the plan uses weighted cash allocations and “replacement” groups (eg UVXY replacements) to decide which assets are included and in what proportion. In practice the weights move around many groups at once, often distributing exposure across multiple assets rather than concentrating in one. - Risk controls: the framework inspects drawdown thresholds, moving-average relationships, and volatility readings to pull back from high-risk bets and shift toward safer assets when conditions deteriorate. It also includes explicit hedges (e.g., VIX-related ETFs, BTAL for volatility hedging) to damp downside in stressful periods. - Market exposure targets: heavy tilt to leveraged tech/semis and related themes (TQQQ, SOXL, TECL, SOXS, SQQQ is used as a hedge/short proxy), with concurrent exposure to broader momentum (QQQ, SPY), and substantial defensive/bond/currency/commodities allocations (BIL, BTAL, TMF, IEF, TLT, GLD, UUP, XLP, EM- and commodity-related names in some branches). - Output: a daily-dreshaped portfolio that aims to be “all-weather” in a sense by cycling through many baskets; in reality it’s a high-variance, active system designed for an aggressive investor who can tolerate frequent shifts and levered exposures.

Out-of-sample annualized return ~45% vs SPY ~22%; dynamic rotation among levered trend bets and hedges targets bigger upside while risk is managed. Expect higher volatility and larger drawdowns—great for aggressive investors seeking alpha.