A high-risk, daily-rebalanced rule-based system that targets 3x-levered ETFs (like TQQQ/SPXL) when momentum is favorable, with volatility hedges (UVXY/VIXY) and cash-like bets for risk control. It uses RSI, moving averages, and volatility metrics to pick the top 3 performers each day.

- Every trading day, the system evaluates a large set of momentum, trend, and volatility signals across a list of levered ETFs and related assets (eg, TQQQ, SPXL, TECL, UP RO, SOXL, UVXY, SQQQ, BIL, etc.). - Each group tests a different combination of rules (e.g., price above moving average, RSI above thresholds, lower volatility, etc.). If a group’s criteria are met, it contributes a signal for that asset. - The signals from groups are then used to rank or filter assets. A filter selects the top three names by a performance metric (often cumulative return over a short lookback, with a window like 9–10 days) and assigns weights (the data shows 100/100 in the examples, implying equal emphasis among the selected assets). - The final portfolio is constructed from those three assets (often levered ETFs) and is rebalanced daily. Some blocks (e.g., Holy Grail Revamped) incorporate volatility hedges using VIX-related instruments (like VIXY, UVXY) and defensive/alternative assets to reduce risk in high-volatility conditions. - The strategy uses a mix of indicators (RSI, moving-average comparisons, standard deviation, cumulative/ moving-average returns) to decide when to chase momentum and when to stand aside or hedge. - The result is a high-risk, high-pocus momentum approach that seeks to ride positive trends in leveraged bets while employing volatility-based hedges and cash proxies to prevent outsized losses in unstable markets.

Out-of-sample edge: Sharpe 1.55 vs 1.22; Calmar ~2.92; annualized OOS return ~104% vs SPY ~22%. A momentum-driven, 3x-ETF strategy with volatility hedges and cash-like bets to amplify upside while limiting drawdowns.