A daily, rule-based macro strategy that rotates between leveraged growth ETFs and volatility/defensive hedges, guided by momentum and volatility signals to target big moves while attempting to limit downside.

Line-by-line, the strategy checks several market conditions at end of day. It looks for clues about whether the market (as represented by SPY, the S&P 500) is overbought, oversold, or in a risk-off mood. Depending on the signals, it shifts into one of several thematic baskets (growth/leverage exposure, volatility hedges, or defensive bond/treasury exposure). Within a theme, it ranks candidate ETFs by momentum/return statistics (e.g., moving-average return, cumulative return, RSI-like strength) and selects the top asset to allocate the full 100% of the position to that single instrument, or to assign weights across a small set of options. The plan often uses leverage or inverse exposure to magnify moves (e.g., SOXL, TQQQ, TECL, SPXL, UPRO, UVXY, SQQQ) to chase big upswings or protect against sharp downturns, while hedging with volatility products and treasuries when risk signals flip. The daily rebalance means positions can swing rapidly with market conditions. Note: this is a high-risk approach due to leverage and concentration in a large set of derivatives; it is not suitable for all investors and requires careful risk management and understanding of how leveraged ETFs behave in choppy markets.

Out-of-sample annualized return ~50.7% vs SPY ~21.5%; Calmar ~0.98 signals solid risk-adjusted gains. Momentum/hedges aim for big upside while controlling risk—note potential drawdowns around ~51.6% in stress periods.