A dense, daily‑rebalanced, multi‑strategy portfolio using leveraged equity ETFs, volatility hedges, and bonds. It chases momentum with RSI/moving‑average signals, but layers numerous hedges and safety sleeves to dampen risk, switching among growth, volatility hedges, and income themes as signals change.

- The strategy pools a large universe of ETFs, including leveraged equity ETFs (like SPXL, UPRO, TQQQ), volatility plays (UVXY, VIXY, SVXY, VIXM), and bond/alternative sleeves (TMF, TMV, SHY, SHV, BND, AGG, BTAL). - It runs a series of nested rules that score or select assets based on momentum signals (short windows of RSI and moving averages) and other risk metrics (max drawdown, standard deviation). - Within each group, it often picks a small number of top assets and assigns weights. Examples seen: balanced splits such as 75/25 between UVXY and BTAL, or allocating to a single top asset in a group. - There are multiple overlays (groups) like Frontrunner, Momentum.Levered.ETFs, Bear/Bull overlays, and Safety Town, each with its own selection and weighting logic. - The system uses hedges aggressively when signals warn of risk: e.g., shifts into short volatility vehicles (SVXY, VIXM) or inverse/ Bear ETFs, and adds bond exposure (BND/AGG, SHY/SHV) as ballast. - Rebalancing happens frequently (often daily) as signals update; risk controls (drawdown, volatility) can prune or invert exposures. - A notable theme is combining momentum with risk hedges: ride uptrends in leveraged equity sleeves when signals align, but pivot toward hedges and bonds when volatility spikes or drawdowns threaten, aiming to reduce overall drawdown while preserving upside. - The model also carries thematic legs (Dividends, Safety Town overlays) that tilt toward dividend payers or protective asset mixes when conditions are calmer. - Overall, it’s a highly tactical, multi‑factor, multi‑symbol approach designed to chase momentum while layering multiple hedge regimes to dampen losses during stress.

Out-of-sample results show a momentum-driven, hedged strategy with superior risk-adjusted upside vs the S&P: Sharpe ~2.05 vs ~0.97, Calmar ~9.07, and ~112% annualized return vs ~11%.