A daily-rotating, multi-asset strategy that uses momentum signals to pick assets from leveraged tech, bonds, and sector groups, then equal-weights the picks. It aims to chase trends with risk controls but can be very volatile due to leverage. Backtested, not guaranteed.

- Every day, the model splits capital across several modules, each a mini-strategy focused on a group of assets (e.g., leveraged Nasdaq tech, core bonds, sector rotations). - Within each module, it looks at momentum indicators for candidate assets. A typical momentum signal is a short-term read (like RSI) or a comparison of the current price to a moving average; if the signal says momentum is favorable, the module flags certain assets as potential holdings. - The module then selects one asset from its candidate list to own that day. Selection often uses a ranking rule (e.g., the asset with the strongest momentum or the lowest risk metric among the top performers). - After all modules pick their assets, the strategy allocates cash equally across the chosen assets from all modules (cash-equal weighting). - It rebalances every day, so new momentum readings can swap in different assets or adjust weights. - In practice you’ll see groups like: - TQQQ FTLT: looks at leveraged tech exposure (TQQQ) and related assets (like TMF for long bonds) and rotates based on momentum thresholds (e.g., RSI > 79 triggers switching to a different asset, or price vs. a long-term moving average checks). - Bonds! Bonds! Bonds!: a bond-focused module that rotates among core bond proxies (e.g., BND, IEI, SHY, SHV, XLP as a defensive tilt) using momentum and drawdown checks to pick the best performer. - XLK vs XLP…/Bull/Danger zones: sector/defensive rotation that weighs tech (XLK) against consumer staples (XLP) and other defensive proxies, using momentum and risk filters to decide which to own. - The system also uses risk-based ranking (e.g., sort by max drawdown or volatility, then pick the top/bottom assets) to select candidates within a module. - The overall aim is to ride uptrends (especially in leveraged plays when momentum is strong) while avoiding the biggest slips by rotating into less risky or hedged assets when momentum cools off. - Important note for a layperson: this is a backtested, rule-based approach. Real-world results depend on execution, costs, and market conditions, and leveraged products magnify both gains and losses.

A daily cross-asset momentum strategy rotating leveraged tech, bonds, and sectors to ride trends. Out-of-sample: ~44% annualized return vs ~22% for the S&P, Sharpe ~1.13, Calmar ~1.20—higher growth with diversification (not guaranteed).