An aggressive, leverage-enabled, two-axis strategy that toggles between levered stock bets (QQQ-focused) and a bond/cash hedged sleeve using momentum and volatility signals. It switches between Bull and Bear market rules, deploying up to 3x leverage on the upside while using hedges (PSQ, VIXY, IEF, BIL) to limit drawdown. Four-corner construction aims for growth with risk controls, but can be highly volatile.

- Think of the strategy as a two-by-two grid: - One axis is stock exposure (growth bias vs defensive/broad exposure). - The other axis is bond/cash exposure (risk appetite vs safety). - The four corners are populated with assets like QQQ (growth), VPU (defensive sector proxy), and the bond/cash sleeves (CORP, BIL, STIP, IEF). - In Bull Market cells, the model looks for momentum in QQQ and will tilt toward levered QQQ bets to magnify upside (examples: TQQQ ≈ 3x QQQ, QLD ≈ 2x QQQ). If momentum signals aren’t strong or risk is rising, it may step toward safer corners (like BIL or IEF) or small hedges. - In Bear Market cells, it shifts toward safety by favoring very short-term cash-like assets (BIL) or short-term bonds (STIP), and uses hedges (PSQ — short QQQ, VIXY — volatility exposure, IEF) to dampen losses. - Signals come from a mix of momentum and volatility probes, primarily short-term RSI-style measures and comparative performance (e.g., over 7–20 or 60–100 day lookbacks). If the signals indicate risk is elevated or momentum is weak, the strategy reduces leveraged exposure and leans into hedged or defensive legs; if signals indicate strength, it increases exposure to the leveraged growth leg. - Weighting is cash-equal at decision points; the backtest shows full deployment across the chosen corners but not routine rebalancing. - The intent is to capture amplified upside when the market trends higher using leverage, while providing downside protection through hedges and safer components. It’s designed to be aggressive (not a smoothing, buy-and-hold approach) with the caveat that leverage magnifies both gains and losses.

Out-of-sample return about 42.6% vs 19.1% for the S&P, with Calmar about 1.19. Leverages amplify upside in trends while hedges aim to limit losses, delivering stronger risk-adjusted growth than the S&P—though drawdowns can be larger in choppy markets.