A momentum-driven, multi-asset rotation that rotates among leveraged stock ETFs, hedges, and bonds, using RSI and trend signals to buy strength and protect against weakness, with no fixed rebalancing schedule.

Think of it as a smart rotation system over a broad basket of stock-related funds and a few hedges. The rules look for assets that have been strong recently (momentum) and are trending up (price above typical short-term levels). It uses simple gauges like RSI (a measure of how fast prices rose recently) and comparisons to moving averages to decide if something is in a healthy uptrend. The top-performing assets are given more weight, often including leveraged stock ETFs to boost gains when the trend is strong. If momentum looks weak or volatility spikes, the system shifts toward safer bets (bonds, cash, or hedging ETFs) or even weaker bets that benefit from falling markets. There isn’t a fixed calendar to rebalance; instead, decisions are triggered by the rules and may rotate quickly. The net effect is: in strong markets, you tilt toward leverage to ride big up moves; in uncertain or weak markets, you reduce exposure or hedge to limit losses, always with a bias to buying dips and avoiding crowded rallies.

Out-of-sample edge: ~30.4% annualized return vs SPY ~17.9%, driven by momentum-driven leverage plus hedges. Captures bigger upside in rallies while managing risk in downturns. Note: drawdowns may be larger in choppy markets (Calmar ~0.62).