A daily, rules-based tactical strategy that switches between defensive hedges/cash and aggressive leveraged bets based on momentum and trend signals. It uses RSI gates to go risk-off in overbought conditions and employs a momentum screen to pick two defensive assets, plus hedges, while also including a path to selective leveraged long exposure when trends look favorable.

- Daily, the system checks momentum signals (RSI) and trend indicators on a set of major ETFs (SPY, QQQ, etc.). - If the market looks overbought (RSI above a high threshold), it shifts to a defensive portfolio: the top two defensive assets (from UUP, XLP, XLV, BSV, TMF, NZF, RSP) are chosen by a momentum screen and given together about 45% weight; plus hedges (UVXY at 25%, SOXS at 15%); and a cash-like ballast (BIL at 15%). - If market signals aren’t extreme, the strategy may tilt toward aggressive leveraged long exposures (e.g., TQQQ, SPXL, TECL) under a separate set of trend confirmations (including 200-day cross checks). - In between, multiple nested conditions refine whether to reduce risk, go fully defensive, or push into leveraged long bets, all on a daily rebalance basis. - The approach uses a mixture of momentum (moving-average-return), price momentum (relative strength), and trend checks to avoid just chasing moves while trying to catch big up moves when the signal is favorable. - The aim is to blend upside potential with risk management using a diversified set of assets, including currency, consumer staples, healthcare, bonds, and volatility hedges, rather than relying on a single market bet.

Out-of-sample edge: ~102% annualized return vs ~32% for the S&P, Calmar ~3.68, with hedges. A daily momentum-driven risk-on/risk-off approach seeks big upside while controlling drawdown.