A daily-rebalanced, multi-strategy ETF portfolio using momentum (RSI, moving averages) and drawdown rules to rotate among stock, leveraged-stock, and bond/defensive ETFs. Includes a KMLM switcher and wash-sale safeguards to avoid rapid repurchases and manage risk.

On each trading day, the system splits cash into groups and applies lots of if-then rules. It checks momentum and price against moving averages for many ETFs (eg SPY, QQQ, SPUU, TQQQ, SGOV, QQQM, XLK) using RSI and price relative to averages. It ranks assets by risk/reward signals (like max drawdown over short windows) and then allocates weights (often equal within subgroups) to the chosen assets. A separate KMLM switcher path rotates exposure based on a moving-average and RSI logic to favor or avoid KMLM depending on recent signals. There are risk guards (bear vs bull branches, max-drawdown filters) and wash-sale guards that discourage rapid repurchasing of similar assets, steering capital toward safer bets (eg SGOV, SHV) when signals weaken. The result is a daily, dynamic mix of stock/leveraged stock exposure and bond/defensive exposure designed to ride trends while limiting losses, with explicit rotation rules to avoid wash-sale complications.

Out-of-sample edge: Sharpe 1.80 vs 0.96, annualized return ~89% vs 17%, and max drawdown ~17.5% vs ~18.8%. A momentum-driven, wash-sale-aware rotation aims to ride trends and protect capital.