Daily momentum-based equity strategy: only invest in a small set of rising stocks when broad market trend is up; otherwise shift to cash/hedges, using inverse-volatility weighting and a diversified ETF basket when conditions are favorable.

Every day, the strategy first looks at a volatility-filtered cash/hedge sleeve. It then checks five big-name stocks (AAPL, TSLA, AMZN, NVDA, GOOGL): for each, if its 20-day moving average price is above its 50-day moving average price, that stock is considered to have positive momentum. If the stock fails, the setup defaults to a cash-like option (BIL). Separately, the broad market trend is judged by whether XLG is above its 200-day moving average (i.e., uptrend). If yes, the portfolio shifts into a diversified equity basket (20% each to SPY, QQQ, IWM, EEM, EFA). If not, the strategy leans toward cash/hedges, with optional sub-allocation to GLD (gold) and GBIL (short-term Treasuries) under a 25/75 split. The process uses a 30-day inverse-volatility ranking to influence asset weights, and a few key moving-average crossovers to confirm momentum. This is a rule-based, trend-following approach designed to ride uptrends and reduce risk in downtrends.

Adaptive momentum strategy: rides uptrends, hedges in downturns; aims to outperform the S&P when markets rise while protecting capital. Caution: out-of-sample results show negative returns and larger drawdowns; best as portfolio diversifier.