A momentum-based, multi-block strategy using levered ETFs, short hedges, and RSI-driven sector/bond tilts to target trends across stocks, bonds, and sectors with a heavy emphasis on the WAM Collection (about 90% weight) and selective dip-buy/short signals.

This strategy blends several rule-based bets. It keeps most capital in a big, momentum-driven collection (WAM Collection) but also tests two special modes: (1) a shorting trigger that bets against the market when a very short-term tech-leverage signal spikes; (2) a dip-buy trigger that buys a small basket of levered plays when a short-term downturn looks extreme. The WAM Collection itself is a set of sub-strategies that compare bonds vs stocks using a simple RSI rule, then pick 3 assets from a pool for each sub-block using a rotational bot (Stupid Bot) that ranks assets by momentum or volatility. Across all blocks, weights are allocated so the total adds to 100%, with most weight on WAM, and smaller weights on the dip-buy and short modules. The goal is to capture big trends with leverage when they’re favorable, hedge or diversify with short/volatility plays, and tilt toward sectors and bonds when they show relative strength, all while keeping the structure relatively rules-based and transparent. Note: this is a backtest-oriented design using several 3x levered ETFs and a number of exotic instruments; real-world results can differ substantially, and the risk is high.

Potential for dramatically higher upside than the S&P: 66% annualized in out-of-sample tests versus 21%. With a Calmar 1.52, it blends momentum across stocks, bonds, and sectors plus hedges to target big trends while mitigating risk—ideal for risk-tolerant, active investors.