A daily, two-path tactical strategy that uses a momentum check to switch between a bullish pool of levered growth/tech exposures and a bearish pool of inverse/short exposures. It then selects a single asset from the chosen pool (the laggard in a short window) to hold, effectively placing almost all capital on one instrument each day. It’s high-risk, highly concentrated, and levered, with potential for large gains or deep losses in short periods.

- Each day, the strategy decides between two pools based on a momentum check. - Momentum check: compute RSI for IEI (short to intermediate Treasuries) over 10 days and RSI for SPHB (high-beta stocks) over 8 days. If RSI(IEI) > RSI(SPHB), go to the bullish pool; otherwise go to the bearish pool. - Bullish pool: consider a set of leveraged/long ETFs (Tech, biotech, China/EM, semis, high-beta, and Treasuries). Within this pool, rank the ETFs by their 4-day moving-average return and pick the worst performer (bottom). Allocate 100% to that single ETF for the day. - Bearish pool: consider a set of inverse/short ETFs (short ARKK, PSQ, bear Treasuries, bear real estate, bear biotech, etc.). Again rank by 4-day moving-average return and pick the bottom. Allocate 100% to that ETF. - The overall position sizing shows a large emphasis on the chosen asset (effectively a 1-asset-at-a-time stance within the active branch), with cash-equal constructs surrounding for allocation. The approach hinges on short-term momentum and a contrarian tilt within each pool, aiming to ride regime shifts between risk-on and risk-off markets. - Important caveats: these ETFs include 2x/3x levered exposure and inverse exposure, which magnify daily moves and compound differently than simple long-only holdings. Daily rebalancing further amplifies these effects and increases drawdown risk in volatile markets.

Out-of-sample edge: ~52% annualized return vs SPY ~22%, but ~54% max drawdown vs ~19%. Calmar ~0.96, oos Sharpe ~0.95, alpha ~0.45M. High-conviction, regime-shift bets can dramatically outperform SPY when signals fire.