A daily, risk-aware momentum system that picks the best 3 assets from a diverse pool (tech/semis, managed futures, long/short funds, hedges, and a USD hedge) using short-term performance signals and volatility-based risk checks, with heavy emphasis on hedging when volatility spikes.

- It runs every trading day and evaluates a broad set of market signals to decide what to own and how much to own of each asset. - It starts by checking market stress using UVXY (a volatility ETF). If the volatility signal is extremely high (RSI around 80 or more), the system leans into hedges and protective positions rather than chasing equities. - If volatility isn’t extreme, it builds a pool of candidate assets that includes tech/semiconductor exposure, hedged equity funds, leveraged ETFs, managed futures, bonds for risk control, a currency hedge, and other related instruments. - From this pool, it ranks assets by a short-term momentum measure (moving-average return over a short window, e.g., 5 days). It then selects the top 3 assets to hold, which can include a mix of leveraged and traditional exposures. - Within these selections, the strategy may place heavier emphasis on some assets via conditional weights (there are hints of weight tuning, like 85/100 or 100/100 in certain branches). - The end result is a compact 3-asset portfolio (or weighting across them) that is re-evaluated and adjusted every day, with a bias toward risk control during noisy markets and toward trend exposure when signals align positively. - The asset list contains SEMI/SMH exposure, long/short equity funds (FTLS), managed futures (KMLM), and hedges/bonds (TMV, TMF, SVXY, SQQQ, UVXY) plus a USD hedge (UUP) to moderate broader market shocks. - The approach explicitly incorporates risk-aware filters (RSI-based momentum checks against several benchmarks and drawdown/volatility considerations) to avoid loading up on crowded, overextended moves and to favor diversified, historically resilient exposures.

Out-of-sample annualized return ~29% vs SPY ~18%. Daily rebalanced, momentum-based picks with volatility hedges across tech/semis, futures, and hedges. Higher upside with active risk controls—aimed at stronger trend capture than the S&P.