A daily-rebalanced, rule-based blend of momentum, trend, and hedges across many ETFs (including VXX, SQQQ/PSQ, TQQQ, UPRO, QQQ, SPY, BIL, etc.). When signals are bullish, it tilts toward leveraged longs and sector plays; when signals are weak or risky, it shifts to hedges and cash. The logic relies on RSI- and moving-average-based thresholds across a wide asset set to produce a dynamic, multi-asset allocation.

- The system rebalances daily, using a large pool of ETFs (including broad market, tech/semis, sectors, leveraged and inverse ETFs, and a cash proxy). - It first tests trend/momentum conditions (e.g., a market trend filter like SPY above a long-term average) and then runs a cascade of RSI-like and moving-average checks on multiple tickers. - If the momentum signals are favorable and the trend filter is satisfied, it builds a portfolio that tilts toward higher-risk, higher-move assets (leveraged longs, sector plays). - If momentum signals are extreme or protective signals fire, it tilts toward hedges and cash (VXX/SQQQ/PSQ for protection, BIL for cash-like exposure). - The allocation is expressed as weights across assets (some blocks use equal-cash methods, others explicit percentages). The blocks are nested; depending on which conditions fire, different assets get larger or smaller weights. - The “Holy Grail Revamped” group acts as the canonical rule-set for how weights should be assigned under different conditions, but it’s repeatedly evaluated with variations to create a robust, diversified decision tree. - In short: the strategy scans momentum and trend, then dynamically chooses a mix of leverage, hedges, and cash to exploit big moves while trying to guard against drawdowns. It’s not a simple signal but a web of if-then rules across many assets.

Dynamic, rule-based multi-asset strategy that pivots between leveraged longs and hedges to exploit big moves while protecting capital. Out-of-sample Calmar ~3.05 and negative SPY beta offer stronger risk-adjusted upside and diversification vs the S&P 500.