A daily-rebalanced, multi-group, momentum-driven system that targets 3x-levered equity exposure (SPXL, TQQQ, SOXL) via SPY/QQQ/SMH themes, uses hedges (SQQQ/SPXU/UVXY) for risk control, and includes a monthly-dividend sleeve to generate income, all with layered risk checks and a Bear/Bull risk-management framework.

- Daily flow: evaluate multiple decision groups (SPY Pop Bot, QQQ Pop Bot, SMH Pop Bot, Bear/Bull risk controls, and Monthly Dividend Group). - Each Pop Bot applies a momentum signal to its target 3x ETF (SPXL, TQQQ, SOXL). If momentum is strong (high RSI-like reading), the bot takes or increases exposure; if momentum is weak, it reduces exposure or shifts to cash/defensive assets (BIL, BSV, UVXY). - Bear Market logic looks for risk to the downside and may tilt toward inverse or hedging positions (SQQQ, SPXU) plus safe bonds to limit losses. - Dividend sleeve separately manages a cash/low-volatility income set (SPHD and cash proxies) to generate monthly income while still participating in the upside when signals align. - Weights are allocated with a bias toward multiple groups (not a single asset) and rebalanced daily to adapt to changing signals. - The overall asset class focus remains equities, but with heavy use of leverage, hedges, and income-focused components to balance growth and risk.

Out-of-sample, this momentum strategy beats the S&P on risk-adjusted terms: Sharpe ~1.05 vs ~1.00, annualized return ~49% vs ~19%, and a strong Calmar ~1.55. Higher drawdowns exist, but hedges + income sleeve aim to protect and grow long-term.