An aggressive, daily ETF-rotation system using leverage and volatility hedges to ride momentum in tech/ARK themes while defensively shifting into bonds/gold when risk rises.

Every day the system looks at a large pool of ETFs (many are leveraged like SOXL, TECL, TQQQ, UPRO, UVXY, and inverse funds). It scores each asset using momentum measures (how much the price has risen recently) and relative strength signals (RSI-style checks to gauge overbought/oversold conditions). It then selects the best candidate(s) to buy long (often the single top pick) or to short/hedge if the signals suggest weakness. In parallel, a separate set of “defense” assets (bonds, gold, and lower-volatility funds) can be selected to reduce risk when market conditions deteriorate. The code repeatedly filters to the top or bottom assets and applies fixed or proportional weights (often 100% of capital to one pick or a tight long/short pairing). The whole framework is built as nested decision blocks (IFs and groups) so many conditions must align before a position is taken. The daily rebalance resets exposures, re-evaluates momentum and RSI cues, and may flip between aggressive growth-oriented bets and hedges, aiming to capture upside in tech/ARK-tilted themes while limiting downside via volatility and fixed-income proxies. Given the use of 2x/3x levered ETFs and volatility plays, expect large swings and potentially substantial drawdowns in stressed markets.

Out-of-sample edge: upside potential far above the S&P 500 (≈85.5% annualized vs 23.5%), with strong risk-adjusted returns (Calmar ≈1.92, Sharpe ≈1.40). Note higher drawdowns (≈44% vs ≈19%) and leverage-driven volatility.