The Pivotal Perspective on such a roll in the last few weeks! Maybe has to do with just a bit more time to look at charts - day job in summertime mode.

ALL adjustments from 6/20 on (E = entry, X = exit)

6/20X - Out of QQQ (from 12/7/16) and KWEB (from 4/20/17), not bad exits of multi-month holds
6/26E - 7/5X SMH short, +3.35% x 1 unit
6/26E - 7/5X USO long, +4.15% x 1 unit
6/27E - 6/28X FXI short hedges, -.5% x 2 units
6/28E - 6/29X IWM longs, -.5% x 2 units
6/29E - 7/5X FXI short hedges, -.9% x 2 units
7/6E - 7/6-7X, UVXY, +6.0% x 1, +1.7% x 1
7/6X - 4 SPY & 2 EEM, various entries from March - April
7/7E - 7/10X, IWM longs, -.43% x 2 units

Open positions
4/17E, 2 SPY longs, current +4.7%
6/28E, 2 XLF longs, current +1.3%
7/5E, 2 INDA longs, current +3.5%
7/7E, 1 QQQ, current +3.2%
7/7E, 1 SMH, current +4.0%
7/10E, 2 EEM, current +4.1%
7/11E, 2 GLD, current 1.4%

Not counting the entries from April, and just measuring 6/26+ (open position gains as of 7/17 close):

14 winners out of 22 positions for 63.6% win rate; current average gain 3.07%
8 losers, average loss -.58%

Meanwhile SPY from 6/20 is 1.04%.

This is not a quant strategy, nor AI, nor an algo. Technicals, timing, and judgment.