A daily, rule-based rotation among leveraged equity ETFs, hedges (UVXY/VIXY), and defensive assets, guided by momentum, volatility, and regime signals. It targets strong trend bites while hedging risk, using a complex, multi-layered decision tree to pick and weight a compact, 100%-exposure portfolio.

- It runs a hierarchical set of rules that categorize market conditions and asset behavior into groups (e.g., Overbought markets, Risk Off, Defense, etc.). - Within each group, it screens a broad set of ETFs (including highly leveraged and inverse ETFs) using momentum and price signals (top picks by moving-average returns, relative strength, and related metrics) to pick which assets to own. - It also uses volatility hedges (notably UVXY and VIXY) to time risk and to dampen drawdowns when volatility spikes. When volatility signals are high, the system tends to tilt toward hedges (e.g., UVXY, SQQQ) and toward safer assets (Treasuries like TMF/TMV, or cash proxies like BIL). - The portfolio is rebalanced daily or on a frequent cadence, with weights assigned to a small number of top picks so that total exposure sums to 100%. Some blocks explicitly push heavy weights to certain names (e.g., top 1–4 picks) while other blocks may assign 0 or small weights as safe-guards or as part of multi-asset layering. - Signals include RSI (to assess overbought/oversold), moving-average momentum (e.g., 5-, 10-, 21-, 60-, 210- or 360-day windows), price vs moving-average comparisons, and standard deviation/volatility screens. RSI is described as a momentum/conditions gauge, not a single indicator; the system often uses RSI thresholds (e.g., around 75–80+) to trigger hedges or risk-off behavior. - The model explicitly builds macro scenarios (e.g., “Overbought S&P. Sell the rip. Buy volatility.”, “Defense | Modified”, “Bear Stock Market” blocks) and assembles corresponding ETF baskets for each scenario. It also extends wrappers (Beta Baller, TCCC) to combine multiple sub-strategies into a final decision. - In practice you’ll see baskets that include long-latency leveraged bets (TQQQ, SOXL, UPRO), hedges (UVXY, VIXY, SQQQ), bond and dollarfacing assets (BIL, IEI, SHY, TLT, UUP), and even gold proxies (GLD), with frequent shifts toward or away from UVXY as market conditions change. - The end result is a risk-managed, opportunistic portfolio that tries to capture upside in strong trends while stepping toward hedges and defensive assets when signals warn of risk, all wrapped in a dense, multi-layered decision logic.

Dynamic risk-managed ETF rotation with volatility hedges offers diversification and downside protection in volatile markets. OOS shows ~6% annualized return vs S&P 22%, so this is a hedged sleeve to reduce risk, not core equity.