A complex, rule-based tactical fund that rotates among leveraged stock ETFs, hedges, and a managed-futures overlay, using RSI and moving averages (with KMLM as a macro gauge) to ride big moves and limit downside. High risk, high complexity.

High-level gist: - Start with cash allocated across several ETFs almost equally. Then, a chain of signals decides which single ETF (or a small set) to actually own, based on momentum and trend rules. - If momentum and trend conditions look favorable (e.g., certain RSI levels and price trends), the system tilts toward aggressive stock bets (like TQQQ, SOXL, TECL). - If signals warn of risk (rising volatility, weakness in macro trend indicators, or KMLM turning negative against its 20-day average), it shifts into hedges or defensive positions (UVXY, SQQQ, QID, BTAL, AGG, BSV). - KMLM provides a macro overlay: its price relative to its 20-day moving average helps decide whether to favor risk-on plays or move toward risk-off hedges. - The framework uses a “top pick” style filter at times, selecting the strongest signal among candidates, and applies a 0.1 (10%) corridor to avoid large drifts between rebalances. No fixed calendar-based rebalancing; changes happen when the rules fire. - The construction emphasizes risk control via diversification across options-like exposures (levered longs, inverse plays, volatility bets) rather than concentrating in a single asset, but it remains inherently high risk due to leverage and rapid rotations.

Out-of-sample, this strategy delivers ~96% annualized return versus ~17% for the S&P, with Sharpe ~1.53 vs ~0.99 and Calmar ~3.18. It uses momentum, hedges, and macro signals to pursue big moves—accept drawdowns near ~30% for outsized gains.