A daily, rule-based momentum sort that rotates between levered equity proxies and hedges (e.g., TQQQ, SOXL, SOXS, SQQQ, BTAL) plus select bond ETFs, using multi-window RSI-like momentum plus risk metrics to pick the best asset (or regime) to hold, with hedges activated in stressed markets.

Each day the strategy scans a basket of ETFs (including TQQQ, SOXL, SOXS, SQQQ, QQQ, SPY, BTAL, and some bond vehicles). It calculates momentum signals using RSI-like indicators over multiple windows and runs a set of risk checks (drawdown, volatility, moving averages). It then sorts assets by these momentum signals and selects the top option to allocate cash to, often at full weight (100%). In other market regimes, it may switch to hedges (BTAL, SQQQ) or bond proxies (IEF, BND, TMF) rather than sticking with a pure equity levered play. The decision tree includes regimes like “Huge volatility,” “Normal market,” and “Bond > Stock,” each guiding which assets to include and how to weight them. Rebalancing occurs daily, and weights can be 85/100 or 100/100 depending on the branch, with a bias toward risk controls (e.g., using anti-beta and bear ETFs as hedges when momentum or volatility signals are unfriendly). Note: because the strategy relies on leveraged ETFs and frequent turnover, it entails high tracking error and substantial risk.

Out-of-sample annualized return ~88% vs SPY ~24%. Calmar ~2.01. A momentum-based, daily-rotating strategy that hedges in stress. Higher risk, but notably stronger risk-adjusted growth than the S&P 500.