A daily, rule-based, multi-theme leveraged/inverse ETF basket system. It uses momentum and trend signals to tilt into a mix of leveraged longs (e.g., TQQQ) and inverse/hedging ETFs (e.g., SH, SVXY), across US market segments, with automated threshold tuning and multiple BEAR/BULL branches to adapt to changing conditions.

In plain terms, this strategy watches a lot of different market parts (like tech stocks, broad market indexes, bonds, gold, energy, and commodities) and creates a daily shopping list of ETFs to buy or short. Each edition (e.g., US, MID, Small Cap, DOW, etc.) builds a Catch Basket of ETFs such as TQQQ (3x exposure to tech/QQQ), SH (inverse S&P 500), SVXY (inverse volatility), BND/AGG (bonds), GLD (gold), and many sector or country-focused funds. The decision to buy, sell, or weight these assets rests on signals such as: - RSI (a momentum gauge that shows if an asset is overbought or oversold) crossing certain thresholds (for example, RSI above 75 or above 82 in some branches) - moving-average relationships (is the current price above or below a moving average, or how does the price compare to a moving-average over a window like 10, 27, or 50 periods) - current price relative to a moving average or to other price metrics - specific rule groupings that direct you to different Catch Baskets if one set of conditions fails (BEAR/BULL ELSE) - explicit leverage by design (5x, 3x, etc.) - daily rebalance to refresh the basket. The aim is to capture strong trend moves with amplified exposure on the chosen side (long or short) while cycling through market themes to spread risk across sectors and asset classes. The system labels certain baskets as “AutoTuned | SMABox” or “AutoTuned | 5x,” signaling that thresholds have been tuned and that the basket uses moving-average logic to decide when to deploy high-leverage bets. Put simply: if the signals agree that a market theme is likely to move in a given direction, the system builds a basket of leveraged or inverse ETFs to ride that move, with daily updates and built-in contingency branches for alternative market conditions.

Out-of-sample performance shows higher risk-adjusted returns and better drawdown control vs the S&P 500, powered by daily diversified tilts, momentum signals, and calibrated leverage across market themes.