Daily, rules-based multi-asset momentum strategy. Uses RSI and moving-average signals to rotate among stock, bond, currency, and volatility ETFs, with leveraged bets and hedges. Dynamic, high-turnover, risk-managed exposure.

- Every trading day, the system re-evaluates a large pool of ETFs and leveraged ETFs. - It groups assets into signal sets (eg, an Overbought/3-day-MA group and other groups) and applies filters to pick the strongest momentum signals. - Within each group, it can select assets based on top/bottom momentum metrics (like moving-average performance or RSI) and then assign weights (often 0% to excluded assets and 25–100% to selected ones). - It tends to favor high-momentum, leveraged stock bets when momentum rules are positive, while it also includes hedges (like VIXY for volatility, TMF/TMV for duration, QID/SQQQ for downside protection) to temper risk. - The overall allocation is designed to sum to 100% on each rebalance day, with weights shifting depending on the signals. - The approach emphasizes “buy the dips, sell the rips” style logic in several groupings, i.e., tilt toward recent losers/risers based on momentum and RSI thresholds, and then rebalance accordingly. - Discounting the long lists of tickers, the practical effect is a constantly rotating, momentum-driven mix across equities, bonds, currency, and volatility, using leverage strategically but within predefined rules. - This requires tolerance for complexity, frequent turnover, and higher risk due to leverage and reliance on short-term momentum signals.

Daily, rule-based multi-asset momentum with hedges. In out-of-sample testing, it delivered ~69% annualized return vs SPY ~21%, with Calmar ~1.62 indicating strong risk-adjusted gains. Expect higher drawdowns, but disciplined rotation targets bigger upside with built-in risk controls.