A daily, rule-driven, single-asset momentum strategy that uses bear-market checks and a momentum ranking (RSI-like) to pick one ETF (from cash proxies, energy, commodities, tech, and other sectors) to hold. It aims to ride trends when healthy, and shift to dollar/defensive exposure in weakness.

- Rebalance frequency: daily. - Core idea: move into a single, strongest asset based on momentum signals, with a guard rail for bear markets. - Bear-market guard: uses a trend comparison on QQQ (short-term EMA vs long-term MA) to detect weakness; if weak, defensive/ dollar assets are favored. - When market is constructive, the system screens a broad watchlist and ranks assets by momentum. The ranking uses an RSI-like metric over a 35-day lookback to identify the top performer that also passes trend/volatility filters. - Asset universe (examples): SPY, QQQ, SMH, XLK, XLE, XLP, XLY, SPYV, USDU/UUP (cash proxies), BTAL (anti-beta hedge), PDBC (commodities), OILK (crude oil), XLB (materials), QLD/SSO (levered-momentum proxies), UUP/USDU (dollar strength), QQQ (nasdaq tech). - Final stance: allocate 100% of cash to the single best candidate each day; rebalance daily. - Risk/tilt features: volatility-based groupings (High STDvR vs Low STDvR) feed into the selection process to diversify drawdowns, though the end result in this implementation tends to be a single asset with full weight. - The design reflects a practical, educational demonstration rather than a single canonical model: it demonstrates how multiple signals (trend checks, momentum ranking, volatility filters) can be integrated into a simple 1-asset-at-a-time rule.

Out-of-sample momentum strategy that rides trends but moves to dollars/defensive assets in weakness. Superior risk-adjusted performance: Sharpe ~1.59 vs SPY, annualized return ~39.5% vs ~23%, max drawdown ~17% vs ~19%, Calmar ~2.33.