WAMmer Time is a daily, high-risk levered ETF momentum-rotation strategy that splits capital into a long sleeve and a short sleeve, each choosing one asset to hold based on short-term momentum and RSI gates. It has two variants (TMF-checked and no-TMF-check) and rotates among aggressive leveraged bets (and their inverse/Bear counterparts) to try to capture the strongest upward and downward moves each day.

- The strategy runs two sleeves every day: a long sleeve (betting on asset prices going up) and a short sleeve (betting on asset prices going down or hedges). - Each sleeve selects exactly one asset to hold, based on a short-term momentum screen. The long sleeve looks at a group of bullish, leveraged ETFs (e.g., tech, biotech, real estate, semi conductors; examples include TECL, TQQQ, SOXL, LABU, DRN, URTY, TMF). The short sleeve looks at inverse or bear versions (e.g., PSQ, SH, TMV, DRV, SRTY, LABD). - Selection uses a moving-average performance filter (a short window, e.g., about 4 days) and picks either the top (best momentum) or bottom (worst momentum) asset in the candidate list, depending on the branch. The chosen asset in each sleeve gets 100% of that sleeve’s allocation on that day, with the overall allocation often balanced roughly 50/50 between sleeves. - Gatekeepers using RSI (a momentum indicator) decide when to tilt toward the long or short sleeve. In the main TMF-Check variant, the long sleeve is favored if RSI(TMF) > 60; otherwise a different risk-off path is used. In the “no TMF Check” variant, a separate gate uses RSI(SPY) > 71 to trigger hedging behavior. - RSI is described in simple terms: it’s a gauge of whether an asset has been rising or falling recently and whether it’s potentially overbought (too expensive too fast) or oversold (too cheap to ignore). The thresholds (60 for TMF, 71 for SPY) are just triggers to shift the strategy’s posture. - The strategy is rebalanced daily, meaning it recalculates the single best long and single best short asset and adjusts holdings every trading day. - The asset universe includes a mix of 2x/3x leveraged ETFs that target technology, biotech, semiconductors, real estate, and related sectors, plus bear/short versions of those bets for the short sleeve. This creates a highly expressive, momentum-driven, sector-rotating exposure with magnified moves—and magnified risk. - Risk notes: Because the strategy uses leveraged ETFs and concentrates on one asset per sleeve, it can experience very large daily swings and drawdowns. It’s intended for experienced investors who can tolerate volatility and potential large losses over shorter periods.

Two-way daily momentum rotation in levered ETFs seeks to beat SPY on risk-adjusted terms. OOS Sharpe ~1.32 vs SPY ~1.33, Calmar ~2.82, and very high OOS returns—capturing big moves in both up and down markets.