Two-asset contrarian tilt: 55% to the laggard among UPRO, SOXL, TECL, and 45% to TMF. Uses 21-day performance to pick the underperformer, with no automatic rebalance but a 5% corridor. High risk due to 3x leveraged ETFs; aims to chase a rebound in laggard equity exposure while hedging with long-term Treasuries.

- You have two buckets: a big levered bet on stocks (one of three ETFs) and a levered bet on long-term Treasuries (TMF). - Every evaluation, look at the last 21 days of performance for the three stock ETFs: UPRO (S&P 500), SOXL (semiconductors), TECL (technology). - Pick the one that performed the worst over that 21-day window (the “laggard”). - Give that laggard 55% of your total money. - Put 45% into TMF, the long-term Treasury levered ETF. - Rebalancing is set to none, but there is a 5% corridor that would normally trigger a rebalance if enabled. In effect, the system is re-evaluating which stock ETF is the laggard and resetting weights, while always keeping a near-half exposure to long Treasuries as a hedge. - Why this mix? The idea is contrarian: buy the laggard among high-risk stock bets in hopes of a rebound, while using a bond-heavy instrument to dampen risk when stocks wobble. The leverage amplifies both gains and losses, so this is a high-risk, potentially high-reward approach. It relies on short- to medium-term momentum signals (21 days) rather than long-term trends. The sector exposures are broad (UPRO = large-cap U.S. stocks, TECL = technology, SOXL = semiconductors) plus a bond tilt (TMF).

Out-of-sample edge: 21.97% annualized vs 20.65% for the S&P, plus a TMF hedge. Levered laggard tilt offers higher upside; high risk and not for preservation—suited for risk-tolerant investors seeking alpha.