A daily, RSI-driven, multi-asset strategy that dynamically tilts between long and short exposures using leveraged and inverse ETFs, a SPY 200-day trend filter, Buy The Dips mean reversion in downturns, currency/gold hedges, and a volatility-based overlay to reduce drawdown.

Daily, the system scans a broad set of assets (stocks via SPY/QQQ, leveraged ETFs like TQQQ/UPRO, inverse funds like SQQQ/SPXU, volatility plays like UVXY, and hedges like UUP/UGL/TLT). It computes a momentum score for each asset, roughly described to a layman as: has this asset been rising recently and with what strength? The assets are then sorted, and top candidates are favored for long exposure while bottom candidates are favored for short exposure, with RSI guiding those choices. A long tilt is filtered by a 200-day trend check on SPY (the broad market gauge) to ensure alignment with the longer-term trend. In bearish market moments, a Buy The Dips approach adds mean-reversion bets to catch short-term rebounds rather than waiting for an extended drop to end. When selecting shorts, the model uses SQQQ in conjunction with checks related to USD strength (UUP) and gold (UGL) to avoid mis-timed bets in environments where those hedges behave differently. An overlay called VIXen uses volatility instruments to hedge beta and cushion drawdowns. The strategy rebalances daily, often creating 1- to 2-asset long/short baskets that are rotated as RSI/divergence signals change. Overall, it aims to harvest trends, profit from momentum shifts, and protect against big drawdowns with volatility and currency/gold hedges. The approach is not a simple buy-and-hold; it is a rules-based, momentum-tueled system that continually reweights exposure across a diverse set of assets, including familiar names and less common ETFs, with an emphasis on risk control through hedges and regime-aware entries.

Out-of-sample Sharpe ~1.28, Calmar ~1.72, and ~73.8% annualized OOS return vs SPY ~19.9%, with higher drawdowns (~43%). A momentum-driven, automated long/short with volatility hedges aims to ride trends and outperform the S&P 500.