A daily momentum-rotation strategy that reviews nine ETFs (broad-market and 3x leveraged plays), ranks them by their 10-day RSI, and allocates 100% of capital to the single top asset each day. Simple, concentrated, and levered exposure carries high short-term risk.

Plain-language explanation: 1) What’s being considered (the universe): you’re looking at nine funds that track large segments of the stock market. Some are broad-market funds (like SPY and DIA), one tracks tech-heavy stocks (QQQ), one tracks smaller companies (IWM), and four are 3x leveraged bets on those same trends (SPXL, TQQQ, UDOW, TNA). There’s also a value-focused fund (ILCV). A fund called SPY, for example, is designed to mimic the S&P 500 index. A levered fund like TQQQ tries to multiply the daily gains or losses of the Nasdaq 100 by 3 (so it moves bigger, up or down, day by day). 2) The ranking rule (RSI): for each of these nine funds, the system looks at how strong its recent price move has been over the last 10 days and gives it a score called the RSI (relative strength index). In simple terms, RSI is like a momentum score: higher numbers mean prices have risen more strongly in the recent past. The exact math isn’t important here, but the higher the RSI, the more “hot” the trend is considered. 3) Pick the leader: after scoring all nine funds, the one with the highest RSI is selected—the single top performer over the last 10 days. 4) How much to buy: the strategy then puts all your money into that one fund (100% weight to the top asset) and ignores the others for that day. In other words, you don’t hold a mix; you hold one instrument at a time. 5) How often it happens: this is a daily process. Every trading day you reassess and possibly switch to a new top fund based on the latest 10-day momentum, then rebalance accordingly. 6) What you own: you end up with exposure only to that one fund for the day. If the next day the top RSI changes, you move entirely to a different fund. This is a momentum-rotation, not a diversified portfolio. 7) Important notes on risk: because some options are 3x leveraged, a single bad day can wipe out a larger portion of capital, and over time compounding can behave unpredictably. Levered ETFs reset daily, so longer-term results can differ from simply multiplying long-term returns of the underlying index. This style is best understood as a tactical, short-term accelerator rather than a buy-and-hold strategy.

Out-of-sample annualized return ~60% vs SPY ~31%, drawdown ~11% vs 13.7%, Calmar ~5.42, Sharpe ~1.32. Daily 100% tilt to the top momentum ETF (incl. levered plays) seeks outsized upside with disciplined risk vs the S&P 500.