A daily-rebalanced, rule-based strategy that rotates among leveraged equity ETFs and volatility/hedge instruments using RSI, moving averages, and top/bottom momentum selections to chase uptrends while hedging risk.

- Every day, the system reevaluates what to hold and how much to weight, across a broad universe of ETFs and ETNs. - It is built as a tree of decision nodes. Each node checks a condition (for example, a short-term momentum or trend signal) and then chooses different assets or weights based on whether the condition is true or false. - The long side leans heavily on 3x leveraged equity exposures (TECL for tech, TECS for tech inverse, TQQQ for Nasdaq, SOXL for semiconductors, SPXL for S&P 500, UPRO for large-cap). The short/hedge side uses inverse/volatility vehicles (SQQQ, UVXY, UVIX, VIXM, VIXY) to capture upside moves in volatility or to hedge rising risk. - It also uses cash proxies (BIL) and short-term bonds (TMF, TMF family, TLT) to diversify and reduce risk when signals favor safety. - A number of momentum and mean-reversion tests—such as moving-average price vs. current price, cumulative return over recent windows, and RSI values over short windows (roughly 10 days)—drive entries and exits. If RSI is very high (overbought) for a given ETF, the model may reduce exposure or switch to other assets; if RSI is low or improving, it may tilt toward the stronger momentum names. - The strategy uses “top 3” or “bottom 3” filters to select a small subset of assets to own on the long or short side, often ranking them by moving-average-return or other momentum metrics and then choosing the best 3. The resulting picks are then weighted to form the daily portfolio. - The overall framework is split into themed groups (for example, Hg Short Only, Four Corners, Better KMLM, EM ftlt, QQQ FTLT SMA, etc.). Each group has its own signals and contributes to the daily allocation with a defined weight. - The final allocation is designed to sum to 100% of capital across all groups, producing a diversified but highly dynamic, risk-adjusted exposure profile. In short: expect a fast-moving, signals-driven mix of turbocharged stock bets, volatility plays, and hedges, adjusted daily and constrained by a structured risk framework. If you’re new to some of the ETFs (like KMLM), think of them as specialized building blocks the model can use to express its themes more precisely, rather than as core long bets you would hold in a traditional strategy.

Dynamic daily rotation of leveraged equity bets with hedges and cash/bonds. Out-of-sample: 26.50% annualized return, Calmar 3.71, Sharpe 1.41, max drawdown 7.14%. Strong risk-adjusted profile and hedged growth vs. plain S&P exposure.