Vixation is a daily-tactical strategy mixing volatility bets and leveraged equity exposure, guided by momentum signals on major ETFs, with hedges and cash-like assets to manage risk.

Vixation rebalances every day into a small set of ideas. It screens momentum on large ETFs (QQQ, SPY, XLK, VOOG, etc.) using a 10-day RSI-like signal. Depending on those signals, it selects one asset from a group: - If momentum is strong, it may tilt toward volatility bets (UVXY/VIXY) or leveraged equity (TECL/SPXL) to chase upside in market moves, with hedges like BSV or short-term Treasuries to soften risk. - If momentum is weaker or mixed, it leans into safety (VIX-related hedges, SVXY, or cash-like assets such as BIL). Assets are picked within each group by ranking candidates on momentum (or other metrics like 90-day cumulative return), then allocating a fixed portion of cash to the chosen asset. The total cash is divided across groups and then further split within groups to maintain diversification. The risk posture (Aggressive D/R, Safe D/R, Split Popped) helps tailor exposure to different market regimes. The strategy relies on futures-based volatility ETFs for volatility bets and levered stock ETFs for amplified equity exposure; it uses basic position sizing to aim for a balanced, diversified but active approach. The intention is to ride volatility-driven opportunities while keeping a lid on drawdown through hedges and cash-like positions.

Vixation offers an out-of-sample edge: 25.18% annualized return with 18.40% max drawdown and Calmar 1.37, versus the S&P’s lower return and similar drawdown. Adaptive volatility and hedged leverage aim for higher growth with controlled risk.