A daily momentum-based tilt: if bonds show stronger short-term momentum than high-beta stocks, go long one top-ranked leveraged ETF; otherwise, lean heavily into one inverse/bear ETF to hedge.

- Every day, the strategy decides between two moods: risk-on (buy a leveraged tech/growth/EM asset) or risk-off (buy a bear/inverse asset). - It uses a simple momentum check: compare the short-term momentum of a short-term treasury ETF (IEI) with the momentum of a high-beta equity ETF (SPHB) using a 7-day lookback. If IEI’s momentum is stronger (IEI RSI > SPHB RSI), the system goes into the long mood; otherwise it goes into the hedging mood. - Long mood: from a pool of seven long ETFs (TARK, TECL, UPRO, TMF, YINN, EDC, SOXX), it ranks them by how they’ve done recently (using a moving-average return over a 4-day window) within a 15-day lookback, and buys a single instrument with full allocation (100%). - Short mood: from a pool of five inverse/bear ETFs (SARK, PSQ, TMV, DRV, TYO), it ranks them the same way and buys a single instrument with 90% of the allocation. - Rebalancing happens daily, so the chosen instrument can change each day based on the latest ranking and signal. - The setup uses leverage-heavy vehicles, so results depend on precise timing and can be volatile. The plan intends to overweight cash only in a way implied by the 90/100 weight in the short leg and the 100/100 weight in the long leg, but overall it remains a highly directional, single-asset-at-a-time approach.

Out-of-sample momentum strategy aiming to beat the S&P on a risk-adjusted basis. Sharpe ~1.52 vs SPY ~1.41, Calmar ~2.40, and ~103% annualized return, with higher drawdowns (~43%).