A daily, momentum-driven rotation among leveraged and traditional ETFs. It uses RSI-based filters and short-term drawdown risk checks to pick 1–2 assets per group, giving them full weight in that path. The goal is to ride short-term uptrends while avoiding sharp downsides by rotating across groups that reflect different market forces (stocks, tech, semis, volatility, and bonds).

- Every day, the system looks at a set of ETFs, including leveraged plays (like 3x long bets) and traditional index ETFs. - For each group (eg, UVXY Pops, SPXL Pop, SOXL Pop, UVXY SPY Pops, etc.), it runs simple rules to see if the asset passes a momentum or risk test. - Momentum is measured with RSI (a number that summarizes how strong recent gains are). If an asset’s RSI over a short window is too high or too low, it may trigger or block a buy signal depending on the path. For example, a typical rule might be: if the RSI is below a threshold in a certain window, the asset becomes a candidate; if above another threshold, it may be avoided. - Risk screens (like max drawdown over a short lookback) are used to prefer assets with smaller downside in recent days. - The algorithm ranks candidates within a group (top or bottom based on RSI) and selects a small number per group (often 1 or 2) using a bottom/top selection rule with a short window (5 to 20 days). - When a candidate passes its filters, it is assigned full weight in that branch (100/100), meaning it would be fully allocated within that selected path. The overall portfolio is composed by aggregating active groups and paths; in practice, holdings would be scaled to total capital. - Rebalance frequency is daily, with the algorithm re-evaluating which assets to hold based on the latest signals. - The asset universe includes popular leveraged vehicles (SPXL for S&P 500, TQQQ for Nasdaq, SOXL for semiconductors, UVXY for volatility timing, TMF/TMV for long/short 20+ year Treasuries) and core ETFs (SPY, QQQ, TECL, UPRO, etc.). This lets the strategy rotate between risk-on assets and hedges depending on momentum and risk signals.

Momentum-driven rotation across leveraged and traditional ETFs targets outsized upside vs the S&P. Out-of-sample: ~72% annualized return vs ~22% for the S&P, with daily risk screens and broad diversification. Higher upside, but larger drawdowns.