A daily, rule-based rotation into a single leveraged ETF pick (mostly tech/semis) when markets look strong, or into hedges/defensive assets (volatility, bonds, gold, USD, etc.) when risk rises; uses short-term momentum and trend signals to choose the best candidate from a pool of levered and inverse ETFs, with full exposure to the selected asset and daily rebalancing.

Every day the system checks market mood using SPY (S&P proxy) and other signals. If the market looks hot (overbought with strong momentum), it picks a single levered tech/semiconductor exposure (for example TECL, SOXL, TQQQ, SPXL) or a like-tier ETF, giving it full exposure for that day. If the market looks risky (oversold or volatile), it shifts into hedges and defensive plays (UVXY, VIXY, SQQQ, TMV/TMF, GLD, SHY/AGG, UUP, DBC, EWZ, EFA/EEM, UCO, SPXU, etc.), prioritizing risk reduction and diversification. The selection uses objective filters such as relative strength, moving-average returns, and price trends over short windows, and it typically weights the chosen asset 100%. The process is repeated daily, so the exact asset changes as conditions change. The strategy also contains explicit risk-off rules (e.g., when bonds are signaling safety or when volatility is high) to reduce exposure rather than chase gains. In short: it is a disciplined, rule-based, daily rotation between a single aggressive long levered exposure and a set of hedges/defensive positions, designed to capture big moves while attempting to protect against drawdowns.

Daily rule-based rotation into a single leveraged ETF or hedges targets outsized upside. Out-of-sample annualized return ~70% vs S&P ~23%, with Calmar ~1.43. Higher drawdowns possible in choppy markets, but regimes favoring risk-on offer big upside.