An aggressive, daily-rebalanced momentum strategy that largely bets on one strong tech/big-cap ETF (often leveraging the exposure) while occasionally hedging with a volatility instrument. It uses RSI and price-vs-trend checks to pick the candidate, allocates most cash to that asset (roughly 80%), and may include a hedging/defensive tilt when volatility spikes. High risk due to leverage and frequent trades.

- Every day, scan a set of popular equity ETFs (notably tech and semis) plus a volatility hedge and a couple of defensive/alternative assets. - For each asset, compute short-term momentum signals (RSI over a 10-day window) and check where the price sits relative to a long-term trend (e.g., 200-day moving average). - Rank assets by a momentum/relative-strength score. The system tends to pick the strongest candidate and allocate most of the cash to it (often 80%), with the remaining cash kept aside or directed to secondary rules. - A separate branch looks for hedging signals using VXX when volatility is high or momentum indicators suggest danger. In those cases, the logic may switch toward VXX or reduce equity exposure. - There are conditional checks that compare prices and momentum across assets (e.g., prefer assets with current price above their long-term trend and with favorable RSI readings; alternatively, select a secondary defensive sleeve when needed). - The strategy is daily-rebalanced and quarantines exposure to equities only. It does not include traditional bond or international assets, and it leans on leveraged ETFs (e.g., 3x) for amplified moves. - Because it uses leverage and frequent trading, it can produce large gains in strong up markets but also substantial drawdowns in downturns. Costs from frequent trading and levered exposure are a consideration. - Overall aim: ride momentum in strong markets (tech/semis) while maintaining a risk buffer via volatility hedges; however, it is a high-risk, sophisticated approach suitable for experienced traders.

Low-beta momentum strategy with volatility hedges. In out-of-sample, it shows lower drawdowns than the S&P 500 (4.57% vs 5.07%), near-zero beta, and a Calmar ~0.75—delivering diversification and downside protection with disciplined risk management.