A daily-tuned, multi-asset rotation that uses momentum and volatility signals to switch between leveraged equity bets and hedges/cash, aiming to capture upside while limiting drawdowns through systematic risk management.

What it does in plain language: - Every trading day it looks at a big list of popular leveraged ETFs and market proxies. - It measures short-term momentum and volatility to decide whether risk should be increased (go lean into aggressive bets) or reduced (hedge with volatility or move to cash). - If momentum on a key asset hits extreme levels, it tends to shift toward a hedge like UVXY to temper risk. If momentum is healthy, it rotates into the top momentum assets (examples include TQQQ, SOXL, UPRO, TNA) based on recent performance rankings. - It uses small groups of assets to compute top-1 or top-2 rotators, selecting the best movers to own next day. It also sometimes considers the weakest performers to rotate out of weak spots. - It includes bonds and cash proxies to help dampen drawdowns in different market regimes, plus macro checks against SPY and moving-average trends to gauge whether the broad market is in up or down mode. - The overall aim is to keep exposure mainly in leveraged bets during favorable regimes, while stepping into hedges or cash when risk signals warn of potential reversals. However, the approach is complex and relies on historical patterns; real-world results depend on market regimes and timing.

Out-of-sample, this strategy aims for higher upside (19.7% vs 18.1% SPY) via daily momentum-driven rotations with hedges and bonds. It targets bigger upside in favorable regimes while controlling risk, though drawdowns can spike in extreme markets.