Rotates into a single, leveraged/hedged ETF based on short-term momentum signals against a KMLM benchmark to capture quick market pops; cash is used when no strong signal fires.

A signal-driven rotation: the system checks various momentum signals (RSI and related price signals) on a set of ETFs. If a signal clears its threshold (often relative to a KMLM benchmark), it fully allocates to that ETF (100/100) and stays there until the next signal fires. The candidate pool includes levered tech (TECL), semis, broad-market levered funds, volatility hedges (UVXY, SVIX), and macro/alternative plays (KMLM, FTLS, UUP). In short, when the short-term momentum condition is strongest for one asset, the model switches entirely into that asset; otherwise it holds cash. Rebalancing is event-driven, not on a fixed schedule, aiming to capture short-lived “pops” while avoiding diversification that would blunt the signal. The specific RSI thresholds (e.g., 65, 75) and window lengths (10- or 21-day) are used as triggers to decide which asset wins the single-slot rotation.

Explosive out-of-sample gains: ~55% annualized vs ~21% for the S&P, Calmar ~2.0, plus a disciplined, signal-driven momentum rotation that captures short-term pops and moves to cash when signals fade.