A daily, rule-based, multi-asset strategy that cycles between leveraged tech (e.g., TQQQ/TECL) and a managed-futures sleeve (e.g., KMLM) using RSI/momentum signals and market-regime ideas to decide what to own, with cash as a fallback and a dedicated regression to pick the best managed-futures ETF. It combines trend-following, momentum, volatility hedges, and regime-shifting logic.

- The strategy runs daily and decides which market exposure to own, leaning between two broad modes: leveraged tech exposure (like TQQQ or TECL) or a managed futures sleeve (one of several futures ETFs). - It uses simple momentum signals that look at price momentum and recent performance. A key tool is a version of RSI (Relative Strength Index) over various lookbacks, applied to different tickers (for example, tech leaders like TQQQ/TECL, broad market proxies like SPY/QQQ, or volatility products like UVXY). - The decision tree is organized into market regime groups (e.g., Bull 1, Bear 1, Bear 2) that guide which sleeve to favor. In bullish regimes, the system tends to favor leveraged long exposure to tech or broad indices; in bearish or choppy regimes, it shifts toward hedges or inverse/volatility assets and, crucially, toward managed futures for diversifying non-equity risk. - Within the managed-futures sleeve, the strategy ranks a set of futures-oriented ETFs (DBMF, CTA, KMLM, WTMF, FMF) using a short-term RSI-sort (lowest RSI over a 15-day window) and selects the best candidate for allocation. - There are many nested rules that conditionally switch between assets. For example, certain RSI thresholds on TQQQ/QQQ-SPY pairs, moving-average relationships, and comparisons of current price to recent prices determine whether to buy a levered equity ETF, switch to another sleeve, or hold cash until conditions improve. - When a signal fires, it allocates 100% to the selected asset(s) (as indicated by the weight of 100/100) or to the designated sleeve, effectively performing a one-asset-at-a-time allocation per decision point and rebalance. - Overall aim: ride short- to medium-term trends with aggressive bets when momentum confirms, while maintaining diversification via a managed-futures sleeve and hedges in volatility/short or inverse ETFs, all rebalanced daily to reflect the latest signals.

Out-of-sample edge: ~53% annual return vs ~19% on the S&P, built from leveraged tech, managed futures, and hedges. Solid upside across market regimes, with risk of larger drawdowns in stressed periods.