A complex, rule-based 60/40 strategy that dynamically tilts between leveraged equity bets and bonds/hedges, using moving-average and RSI-style signals plus momentum/drawdown checks, with daily rebalancing and multiple modules to adapt to market conditions.

- Core idea: roughly 60% of the portfolio is in aggressive stock bets, 40% in safer assets, but both sides are actively managed. - The aggressive sleeve uses leveraged ETFs (e.g., TQQQ for Nasdaq, UPRO for S&P 500, UDOW for Dow) and will switch among them or to plain stock ETFs (QQQ, SPY, DIA) based on short-term momentum checks (price relative to moving averages). - The safer sleeve moves among bonds and cash proxies (TMF for long Treasuries, TMV for the inverse, BND for broad bond exposure, IEF/MINT/GOV cash proxies like BIL, SHY) and includes hedges (eg, UVXY for volatility spikes, SPXS for bear market tilt). - Signals used include: moving-average crossovers (short window price above/below a longer window is a green light for equity bets), RSI-type readings (overbought/oversold zones) to trigger hedges or reductions in risk, and momentum measures like cumulative returns and drawdowns to avoid buying in weakness or selling into strength. - China exposure is handled with YINN/YANG tilt modules, offering bullish/bearish mean-reversion signals on FXI-based China exposure. - Within each big sleeve there are sub-groups that implement alternative rules (e.g., “Beta Baller” look at risk-off vs risk-on bonds, volatility products, and technical filters; “Mean Rev” modules seek mean-reversion opportunities in select assets; “Overbought/Oversold” checks use price extremes). - Daily rebalance means the exact mix can shift every day, aiming to adduce upside when the market is favorable and preserve capital when it’s not. - The whole thing culminates in a labeled package (🧸 Gummy Bears v1.0 | NoWAM | 60/40) that communicates the 60/40 backbone and the no-warmup, daily-rebalanced implementation of the strategy.

Out-of-sample: ~27% annualized return vs ~23% for the S&P; Calmar ~0.91. Daily tilts to leveraged equity bets with hedges and bonds aim for higher upside, but expect larger drawdowns (~30% vs ~19%).