A daily-rebalanced, rules-based, multi-asset momentum strategy that chases upside in major equity baskets (SPY, QQQ, SMH) with levered bets, while dynamically hedging and shifting into cash-like and macro overlays (bonds, USD, gold, commodities, volatility hedges) to limit drawdowns. It uses short-term momentum signals (RSI-like rules) on levered proxies and employs a broad hedge framework to adapt to changing regimes.

- Every trading day, the system runs a series of conditional checks across several asset baskets (SPY, QQQ, SMH and related levered proxies) and a defensive/hedge sleeve. - For core equity bets, momentum signals (primarily short-term momentum measures surfaced through RSI-like logic on levered proxies such as SPXL, TQQQ, SOXL, UVXY, etc.) determine whether to overweight an instrument or to switch to hedges. If momentum is strong, the bot allocates to the instrument (or its levered version). If momentum is weak or risk is high, it moves toward cash-like or hedging assets (BIL, SHY, UVXY, SVXY, or Treasuries). - The policy includes parallel groups (e.g., SPY Pop Bot, QQQ Pop Bot, SMH Pop Bot) that each independently decide exposure for their slice of capital, and then weights across bots determine the overall portfolio allocation. - A separate set of Hedge Bots applies macro overlays (USDU for dollar strength, GLD for gold, PDBC for commodities, DBMF for managed futures, and various Treasury or cash proxies) to tilt away from equities in regime shifts. These overlays can also introduce volatility hedges (UVXY/SVXY) during stress. - Bond and cash sleeves (TLT, IEF, SHY, BIL) serve as ballast to dampen drawdowns during downturns, while the equity sleeves seek upside in confirmed uptrends. - The framework explicitly uses short windows (e.g., 10-day/20-day momentum) and leverage to express a conviction that recent price action carries information about near-term direction, but it also layers risk controls via hedges and cash-like allocations to avoid full drawdown in adverse regimes. - The overall approach is “structure with many moving parts”: it combines multiple momentum pockets, hedging rules, and macro overlays to attempt to adapt to a wide range of market environments, with daily rebalancing providing responsiveness but also demanding careful costs and risk management.

Out-of-sample edge: ~22.5% annual return vs SPY ~21.1%, lower drawdown (14.5% vs 18.8%), Sharpe ~1.30, Calmar ~1.54, beta ~0.68. Daily, rules-based, hedged momentum targets higher risk-adjusted gains with protection.