A daily, 100% allocation rotation among leveraged ETFs (with a tech tilt via TQQQ) driven by 10-day momentum and a trend filter, selecting the single strongest asset each day and using hedges (UVXY/SQQQ) or safer bets (TLT) when signals warn of risk.

- You start by allocating all your cash to a single instrument every day (no multi-asset diversification in the pool). The baseline exposure is the ProShares/ Direxion family of leveraged or inverse ETFs, with TQQQ representing the core tech tilt. - Each day, the system ranks a set of candidate assets by short-term momentum using a 10-day RSI (a simple score of recent gains vs losses). The assets considered include UVXY, SPXL, TECL, UPRO, SQQQ, and TLT, among others. - A trend filter checks whether the broad tech/market environment is in a positive regime: specifically, it looks at whether the price of QQQ is above its 200-day moving average (a common way to say “the trend is up”). If this trend check isn’t favorable, the system is more conservative with its selections. - The algorithm selects the single top asset (the strongest on the 10-day RSI ranking) and buys that asset to 100% of the portfolio, effectively rotating into the best performer for that day. - There are nested conditional checks that use momentum signals between pairs of assets (for example, comparing RSI signals of TQQQ, UVXY, SPXL, TECL, UPRO, SQQQ) to decide whether to switch into a hedge (like UVXY or SQQQ) or into a tech/market amplifier (TECL/UPRO/SPXL) depending on which asset shows the strongest momentum. - If the strongest signal is not compelling or the trend filter is weak, the strategy may favor defensive exposure (like TLT) or even stay in cash-equivalent positioning until conditions improve. - The objective is to ride large positive moves in favored assets (especially tech via TQQQ) while maintaining a built-in mechanism to pivot toward hedges or safer assets when volatility and momentum signals indicate risk. - Because the system operates on daily rebalancing and often uses leveraged ETFs, it can be highly volatile and is particularly sensitive to short-term market swings and compounding effects over time.

Out-of-sample, this strategy beats the S&P on risk-adjusted returns: Sharpe ~1.39 vs ~1.00, Calmar ~2.78, and positive alpha, driven by a daily momentum rotation into the strongest leveraged tech ETFs with hedges.