A daily, rule-based, multi-basket ETF strategy that mixes leveraged tech bets, volatility hedges, and diversified exposure (EM, metals/tech, bonds) with a special KMLM-switch module. It uses momentum and price signals to tilt between aggressive and defensive positions, aiming for upside in strong regimes while buffering downside with hedges and diversification.

A daily decision tree splits your portfolio into several buckets. Each bucket tests conditions like: is a stock/sector ETF showing strong momentum? is the price above a short/mid-term average? is one asset stronger than another on a momentum metric? If conditions are met, money shifts into specific ETFs (often leveraged tech plays like TECL or SOXL) or hedges (UVXY, SQQQ, SVXY). Some branches favor broad exposure (EM, metals/tech combos) with careful weight splits (e.g., 68/32 in EM vs bonds). A special KMLM module watches KMLM relative to XLK and chooses a single high-conviction combo from TECL/SOXL/SVIX when signals align. The result is daily reallocation among risk-on tech bets, hedges, and diversified exposure, with explicit rules to take profits, add risk, or switch to defensive positions based on momentum and price signals. Indicators used include RSI (momentum), moving-average comparisons (price vs moving averages), and relative-strength checks between assets. The system is designed to be systematic and unemotional, but it can be complex and relies on the chosen ETFs staying accessible and liquid.

Out-of-sample vs SPY: −10.44% return vs +8.81%; 7.20% drawdown vs 2.53%; Calmar −1.45. Still, this rule-based strategy offers disciplined diversification and hedging via leveraged tech, volatility and EM exposure.