A daily-rebalanced SPY-trend strategy: in upmarkets (SPY above its 200-day MA) you hold AVUV 10%, TQQQ 23.34%, TMF 33.33%, GLD 33.33%. In downmarkets (SPY below its 200-day MA) you hold GLD and TLT 50/50. Uses a 200-day SPY signal and levered ETFs to pursue growth with hedging.

Every trading day, the system checks SPY's current price against its 200-day moving average. If SPY > SPY's 200-day MA (uptrend), the portfolio targets: AVUV 10%, TQQQ 23.34%, TMF 33.33%, GLD 33.33%. If SPY <= SPY's 200-day MA (downtrend), the portfolio targets: GLD 50%, TLT 50%. The weights are rebalanced to those targets daily. Leveraged ETFs (TQQQ and TMF) magnify both gains and losses. The structure uses SPY as the market signal, and GLD remains in both regimes as a hedge. The overall aim is to participate in uptrends with a diversified mix while shifting to safe-haven assets during downturns; this is a dynamic, levered strategy with higher volatility and potential for rapid changes in risk exposure.

Out-of-sample edge: 55% annualized return vs SPY 36%, and Calmar 6.82 — strong risk-adjusted gains. Levered growth with AVUV/TQQQ/TMF plus hedges GLD/TLT aims for bigger upside with disciplined risk versus the S&P 500.