A daily, multi-block ETF rotation strategy using momentum and volatility signals to pick leaders and hedge risk; includes The Classics, a KMLM rotator, and vix hedges, with levered bets and daily rebalancing.

- The system runs daily and splits 100% of cash across a large set of ETFs and leveraged ETFs. - It uses signals like RSI (relative strength) and momentum checks (movement vs. recent averages) on major assets (SPY, QQQ) and on sector/iso ETFs (XLK, XLP, XLF, XLY, VOX, etc.) to determine strength vs. weakness. - It organizes holdings into blocks/groups (e.g., The Classics, VIX Hedging, Oversold, Long Momentum paths) and assigns weights that can be very large (sometimes 100% to a single group or asset, sometimes distributed across several assets). - A prominent sub-system (the KMLM switcher) rotates among top screeners and rotation strategies to pick a “winner” basket among many possible stocks/ETFs, aiming to capture favorable moves while avoiding repetitive exposure. - There are explicit hedging layers using VIX-related ETFs (VIXY, VXX, UVIX, VIXM) to protect during volatility surges; these hedges can be activated when volatility indicators or RSI checks indicate risk. - The strategy includes “wash” blocks and long/short rotation components that can emphasize leveraged bets (TQQQ, SOXL, TECL, UPRO) when signals look favorable, and duck into hedges or safer bets when signals weaken. - Risk is managed through diversification across sectors and through explicit hedging; however, the use of leverage and frequent rebalancing introduces higher volatility and complexity. - Overall, it’s a rule-based, signal-driven rotation engine designed to chase leaders, hedge risk, and adapt to changing market regimes on a daily basis.

Out-of-sample edge: Sharpe ~1.45 vs ~1.00, annualized return ~129% vs ~19%, Calmar ~3.60. A daily-rotating, hedged ETF strategy that targets leaders and uses VIX hedges to pursue outsized upside with better risk-adjusted performance than the S&P 500.