A daily, signal‑driven ETF rotation that goes long a momentum‑driven Bull basket when the market looks healthy, and shifts to hedges (volatility and anti‑beta funds) to protect against losses when risk rises, using RSI and moving-average filters and a 200-day trend check.

On each trading day, the system decides between two broad modes. If the market looks healthy (SPY price above its 200-day average), it builds a bullish basket by picking the top 3 Vanguard/large-cap ETFs with the strongest 21-day performance and spreads 75% of capital across them. If the market looks riskier (or momentum tests suggest overbought conditions), it shifts to a hedged/bear posture using UVXY (volatility) and BTAL (anti-beta hedge) in a 75%/25% split to dampen losses. Throughout, momentum checks (like RSI) on SPY and other popular tickers gate when to enter or exit exposures, and the strategy updates daily. In some branches, it also uses inverse/leveraged tech hedges (SQQQ, PSQ, TQQQ, etc.) to capture different bear-market nuances. A small cash-like or broad-market fallback (VTI or BIL) may be used if signals are neutral. The overall aim is to capture upside with a bullish, momentum-driven core while maintaining protection during downturns via volatility and anti-beta hedges, with regular, daily rebalancing.

Out-of-sample, this tactical ETF rotation delivers higher risk-adjusted returns than SPY: oos Sharpe 0.95 vs 0.81, annualized ~42% vs 14%, and Calmar ~1.74 with ~0.25 alpha. It hedges as risk rises; note drawdowns can reach ~24% in stress.