A daily-rebalanced, rule-based mix of crypto exposure and leveraged bets, with hedges and risk controls to chase momentum while aiming to limit drawdowns.

Every day the system scans a pool of assets (crypto coins, crypto ETFs, and leveraged stock/sector ETFs). It rank-orders assets by short-term momentum and selects top performers for each bucket (eg, crypto “HODL BTC” and long/short leveraged bets). It allocates capital across these buckets with preset weights, boosting winners and hedging or reducing exposure when risk signals appear. Signals include momentum over different windows, price relative to moving averages, and volatility indicators (e.g., VXX or related signals). When volatility spikes or momentum signals flip, it may shift into hedges like PSQ/SH or into cash-like assets (BIL). The process rebalances daily to maintain the target mix and risk budget. Note: this is a high-risk, high-complexity approach that uses leverage and crypto exposure; it’s not suitable for beginners and requires careful risk tolerance and monitoring.

Out-of-sample Sharpe ~2.13 vs SPY ~1.83, alpha positive, and Calmar ~13.5 signal superior risk-adjusted upside. Momentum-driven, crypto/levered bets with hedges aim to outperform the S&P 500 while managing drawdowns.