A daily, cash-first momentum strategy that scans a wide universe (including QQQ and YieldMax option-income ETFs plus leveraged/inverse tech bets) and always buys the single best instrument based on short-to-medium term momentum and risk metrics, keeping other money in cash.

A hierarchical, rule-based system scans a universe of ETFs and leveraged/inverse instruments. It applies momentum-like checks (RSI-style signals) and volatility/return filters over multiple lookback windows. If assets pass these tests, they’re ranked by performance metrics (cumulative return or risk) on various windows. The top pick is allocated 100% of the capital; if no asset passes, the model leaves the position in cash. The process is repeated with several “adventure” branches and multi-range lookbacks (14d, 28d, 45d, etc.). Tickers include QQQ, BIL, TECL, TSLS, SOXS, APLY, NVDY, NVDS, NVDA, AAPD, TS LY, and others. The strategy emphasizes income overlays (YieldMax ETFs) and leveraged exposure but ends with a single winner each cycle to maintain a concentrated bet. It claims a “No K-1” tax profile branding for the YieldMax overlays, though actual tax treatment depends on account type and jurisdiction.

A daily, cash-first momentum strategy that buys a single top signal. Out-of-sample: ~18.8% annualized return with Calmar ~0.60 and Sharpe ~0.58—cash when signals fail, offering a disciplined momentum tilt to SPY.