A daily-rebalanced, momentum-rotational strategy using leveraged ETFs with volatility/cash hedges, selecting among multiple groups (SPY, QQQ, SMH, SPXL families) and overlaying a volatility/bond hedge to manage risk.

On each day, the system scans several leveraged ETFs (SPXL, TQQQ, TECL, SOXL, SPXL-related blocks) and volatility/cash proxies (UVXY, SQQQ, BIL, VIXM, etc.). It computes a short-term momentum metric (RSI over 10 days) for each asset. If an asset’s momentum is extreme (RSI above ~80 or below ~30) the algorithm tilts toward or away from that asset and may move into hedges (UVXY, SQQQ) or cash (BIL). When momentum is not extreme, it prefers the strongest candidates within thematic groups (SPY, QQQ, SMH, SPXL, SPXL-related pools) based on ranking signals and selects 1–2 exposures to hold. A fixed-weight framework (e.g., 40% allocated to the major overlay, rest distributed among sub-groups) drives diversification, while daily rebalancing updates allocations. The overlay blocks (like “VIXn' + BrianE's 4TLT”) introduce a risk-control layer that combines volatility hedges with 4x-bond-like exposure and a Bull/Bear search to pick top/bottom assets from pools, adjusting risk exposure in rising or falling volatility environments.

Out-of-sample: ~74.2% annualized return vs SPY's 21.3%, Sharpe ~1.42, Calmar ~1.89. Hedged by volatility overlays and cash proxies to manage risk. Higher upside with controlled risk, though drawdowns can be larger in volatility.