A daily, highly complex rotation across stocks and leveraged/volatility ETFs using momentum and volatility signals to choose a group of assets and evenly weight them. High risk, lots of moving parts.

- On each day, the system evaluates a large set of conditional blocks organized into named groups. - If a group’s conditions are met, the assets within that group are chosen and given equal weight (every selected asset gets the same share of the group allocation). - The assets considered include big tech and broad market stocks and a broad set of leveraged and volatility related ETFs to capture directional moves or hedges. - Signals used include moving-average based momentum, cumulative returns over short windows, current price relative to moving averages, and a momentum gauge (relative strength index). Additional filters look at volatility measures and maximum drawdown thresholds to influence group selection. - Within a group, there are sub rules like selecting the top or bottom asset by a metric, or filtering assets based on RSIs or moving-average price comparisons. - The strategy is daily rebalanced, with the active group determining which assets are held and how much weight they receive. The approach combines tech exposure with volatility hedges in a rotation that tries to capture upside while offering some protection during risk off regimes. The sheer number of nested conditions and asset types makes it highly complex and sensitive to backtest quality and parameter choices.

Dynamic rule-based rotation across tech, broad markets, and volatility hedges seeks momentum and diversification beyond the S&P 500. Out-of-sample results show a distinct risk profile that complements a core S&P allocation.