A daily momentum-driven rotation among major US index/sector ETFs, using 60-day RSI signals to tilt toward levered long bets when momentum is positive, and toward hedges/cash when momentum is weak; assets are chosen within pairs (base index vs levered twin) and spread across several groups with equal weighting, rebalanced every day.

- The system runs every day and splits capital across several groups, each representing a broad market exposure (DIA, SPY, QQQ, XLK, SOXX). - For each group, it looks at the 60-day RSI of the base index (e.g., the RSI of DIA for the DIA group). - If the 60D RSI is above 50 (bullish momentum), the strategy looks for the top performer between the base index and its levered twin (e.g., DIA vs UDOW) using a shorter-term (10-day) RSI and other quick checks. The top candidate is then added to the portfolio (often with equal weight alongside other groups). - If the 60D RSI is below 50 (bearish momentum), the strategy reduces or avoids levered longs and instead may shift into hedges or lower-risk assets (e.g., VIXY, UVXY, BTAL) or hold cash, again using momentum and recent performance signals to decide which hedges or assets to include. - Within each bullish group, there are additional checks such as whether the current price is above a moving average threshold, or whether the relative performance has been positive, before committing to a specific asset (e.g., chose between DIA and UDOW, or between SPY and UPRO). - The “cash equal” mechanism implies that, when selecting assets across groups, funds are allocated evenly rather than chasing a few high-conviction bets. This keeps diversification across the groups. - The inclusion of leveraged ETFs (UDOW, UPRO, TQQQ, TECL, SOXL) is designed to amplify gains in strong momentum regimes but comes with higher risk; volatility hedges (VIXY, UVXY) and anti-beta funds (BTAL) provide protection if momentum deteriorates. - The system uses several layers of rules (RSI thresholds, moving-average checks, cumulative-return tests, top-N filtering) to decide which assets to hold on any given day. The result is a dynamic, momentum-driven portfolio that seeks upside capture during favorable environments while controlling drawdown with hedges in weaker environments.

Out-of-sample results show stronger risk-adjusted upside vs S&P: Sharpe ~1.35 vs 1.26, Calmar ~1.84, and ~58% annualized return vs ~21% for S&P. Drawdowns are higher (~32%), but hedges and daily rotation aim to tame risk.