A daily-rebalanced, theme-based portfolio using a broad mix of leveraged and inverse ETFs to ride momentum across regimes (growth tech/semis, biotech, etc.) while employing volatility and bond hedges for protection. Highly dynamic and leverage-driven.

This is a daily-rebalanced, theme-based strategy that uses a large basket of leveraged and inverse ETFs to express views on market regime and risk. It divides capital into macro baskets (Overbought S&P, Bear Market, Defense, High/Low rates themes, etc.). Within each basket, the strategy screens a subset of assets using momentum and trend signals (rankings by relative performance, moving-average momentum, RSI-like checks) and selects the top or bottom asset(s). Those selections are then allocated using equal cash weights within the theme. The baskets combine long-leveraged exposures (e.g., TECL, TQQQ, SOXL, SPXL) with inverse or hedging instruments (SOXS, SQQQ, UVXY, VIXY, TMF/TMV, UUP, GLD, SHY, AGG, BIL) to capture upside in favorable regimes and to hedge or tilt defensively when signals indicate risk-off conditions. Rules also compare asset momentum against benchmarks (like SPY) and use price versus moving averages (e.g., 200-day, 360-day) to gauge trends. There are explicit risk-management layers (defense baskets, volatility hedges, and bond/treasury proxies) to cushion drawdowns. The net effect is a rotating, multi-asset, leverage-enabled portfolio that attempts to ride momentum in growth-oriented themes while deploying hedges in downturns; all adjustments are targeted to daily rebalancing. Caution: this relies on timely regime signals and the performance of leveraged instruments can diverge sharply from the underlying markets during volatile periods.

Dynamic, regime-aware strategy rotates leveraged ETFs to ride momentum while hedges cushion downturns. Out-of-sample annualized return ~56% vs S&P ~21%, with a comparable risk-adjusted profile (Calmar ~1.13)—offering higher upside with built-in risk controls.