A daily, multi-timeframe momentum-rotation strategy that shifts among leveraged equity baskets and hedges based on 60-day RSI momentum signals, ranking of assets by recent performance, and trend indicators to chase strength or protect against risk.

A daily, rule-based rotation across a universe of ETFs. It first checks medium-term momentum (60-day RSI) for major indices (DIA, SPY, QQQ). If momentum is bullish, it picks a small group of the best-performing assets by momentum and constructs a weighted, diversified long position (often including levered ETFs). If momentum is not bullish, it shifts toward hedges and inverse/defensive assets (VIXY, UVXY, SDS, SH, BIL, BND) to reduce risk. The exact assets and weights come from nested tests (moving averages, cumulative returns, and short-term momentum) within each group. Rebalancing happens daily, so the roster can swing quickly with market conditions.

Out-of-sample: ~49.6% annualized return vs SPY ~21.2%, with Calmar ~2.09 (vs ~1.13). A daily momentum-rotation strategy that uses hedges to ride strong rallies while controlling downside, delivering superior risk-adjusted growth vs the S&P 500.