A daily, No-K-1, multi-range momentum rotor that picks one asset from a broad set (levered tech/Nasdaq ETFs, TSLA plays, AAPL tilt ETFs, and a cash proxy) using RSI and momentum screens across several time horizons. It rebalances daily to the top-ranked candidate.

- You start each day with a big pool of candidate assets (mostly leveraged tech and Nasdaq ETFs plus short-term cash proxies). - The system runs a large ladder of if/then checks (many grouped under Tim/Cook/Elon themes) to screen these candidates using momentum and risk signals. - Momentum is measured by cumulative return or by volatility-adjusted metrics over short/medium windows (roughly 14–42 days). - Risk controls look at RSI (a momentum/overbought indicator) on some assets and sometimes compare to a benchmark like QQQ. - After filtering, the strategy ranks candidates by a chosen rule (top or bottom, depending on the group) and picks the single best candidate (select-n = 1). - It then holds that one asset for the day and resets the next day (daily rebalance). - The name “No K-1” signals a tax-design choice to use ETF-like vehicles that typically issue 1099-DIV rather than K-1 forms, avoiding complicated K-1 reporting. - The approach pairs leveraged bets (e.g., TQQQ, TECL for upside, TSLL/TSLS for TSLA exposure) with cash-docks (BIL) to manage liquidity and safety, and with Apple-focused leveraged products (AAPB, AAPD) as additional tilt options. - In practice this creates a crowded, rule-driven momentum rotor that aims to shift into the single best position each day based on the multi-range momentum picture and RSI filters.

Out-of-sample shows about 26.6% annualized vs ~23% for the S&P, fueled by a disciplined daily momentum rotor into top tech/Nasdaq bets with RSI risk checks and a cash buffer. No‑K‑1 tax design adds simplicity; higher upside with a drawdown caveat.