A daily-rebalanced, rules-based multi-asset system that uses momentum and trend signals to select and weight a wide set of leveraged/inverse ETFs, crypto proxies, commodities, and bonds across many groups. It aims to ride momentum in many corners of the market while hedging with volatility and rate-sensitive assets, but it carries high volatility and complexity due to its use of leverage and frequent rebalancing.

- Universe of assets: The system scans a broad menu of ETFs and ETPs (for example UVIX, UVXY, SOXL, SOXS, TECL, TQQQ, SPXL, UPRO, QLD, SQQQ, TMV, TMF, BITO, BITI, EWZ, EPI, DBC, BIL, SHY, AGG, IEF, SPY, QID, UUP, GLD, UCO, UUP, etc.). - Signals at the inner level: For each asset, the model uses momentum/strength and moving-average type checks. Examples include: RSI-based conditions (e.g., RSI on SPY over 75 triggers a signal to buy a 2x VIX futures product like UVIX), exponential/moving-average comparisons (e.g., price vs moving-average price or price vs moving-average of a window like 360/210 days), and other trend checks to decide whether to go long or to hedge with a bear/short or inverse option. - Thematic groups: The strategy is organized into themes or baskets (e.g., Levered Baller, Momentum Mean Reversion, Risk Off with rising/falling rates, ark-themed baskets, plaid inner baskets, defense groups). Each group contains its own set of rules to pick one or more assets and allocate capital. Often a group uses a single top candidate (100% weight) or a small equal-weighted mix across several candidates. - Signals filter/selection: Many rules use a short window (e.g., 5–7 days) to rank assets by moving-average return or RSI, then select the bottom/top asset accordingly. Some parts use filters like “Extremely oversold/overbought” cross-checks with bond markets before acting. - Risk management and hedging: Several sub-strategies aim to hedge risk via volatility bets (UVIX, UVXY, UVXY-based rules), long-duration vs short-duration bond hedges (TMV/TMF, SHY, EDV, IEF, GLD), and currency/commodity hedges (DBC, UCO, EWZ, EPI). There are also “defense” blocks that switch to safer exposures if trend indicators deteriorate (e.g., long Treasuries or short equity exposure). - Rebalancing cadence: The description says daily rebalance, so the system recalculates signals and adjusts holdings every day. - Diversification across sources: The design includes broad stock market exposure, foreign markets, commodities, bonds across maturities, volatility proxies, and even crypto proxies, to capture opportunities and hedge risks from many corners of the market. - What you would actually own: Depending on which rules fire, the system could hold leveraged or inverse ETFs (e.g., UVIX, SOXL, TECL, TQQQ, SPXL, SQQQ, TMV, TMF, BITI, BITO), traditional ETFs (SPY, ARKK/ARK family, EWZ, EPI, DBC, GLD, UCO, UUP), and bond proxies (SHY, IEF, EDV, TLH, TLT), with dynamic weightings that can be equal or skewed toward a single instrument per subgroup. - Overall aim: To capture upside from multiple market regimes and protect capital in risk-off environments by tilting toward hedges and defensive assets when signals indicate risk is rising, while allowing momentum and mean-reversion ideas to drive allocation to the top performing assets in each group. This is a tactical, high-turnover portfolio rather than a simple buy-and-hold concept. It requires access to margin for leveraged products and careful monitoring of correlation/volatility risk.

Outperforms the S&P by diversified momentum and hedges across assets. Out-of-sample annualized return ~50.6% vs ~24.2% for the S&P; Sharpe ~0.95, Calmar ~1.11. Expect higher drawdowns in stress.