A daily, rule-based allocation that switches between volatility hedges (UVXY, VIX ETFs), leveraged bullish bets (TECL, SOXL, SPXL), and safer bond/dollar positions (TLT/TMF/USDU) based on short- and medium-term momentum signals (RSI over 10 or 21 days) and moving-average checks. The tree-driven logic aims to capture upside in trending markets while adding hedges when signals warn of a spike in volatility or risk-off conditions.

- The system rebalances every day by walking a big decision tree from root to leaf. - The primary node is a base palette: Base 2 FTLT or Bull or Bonds (UVXY). The plan is either to anchor in bonds/safety (FTLT, TMF, USDU, TLT) or to pursue bullish/leveraged exposures (UVXY as a hedge option, TECL, SOXL, SPXL). - The first major trigger asks: is the 10-day RSI (momentum) of QQQE above 79? If yes, allocate 100% to UVXY (a volatility ETF). - If that condition is not met, the tree dives into other RSI/price signals across assets (VTV, VOX, SPY, XLK, XLP, AGG, etc.) to determine whether another path (e.g., leveraged bulls or other hedges) should be taken. Each branch tests RSI on different assets and different windows, sometimes checking longer-term momentum (126 days) or price signals from moving averages (for example, an exponential moving average price check on TLT or other assets). - In many branches you’ll see “group” blocks that allocate to a cluster of assets (e.g., a Bull town or Safety Town) with a specific top/bottom ranking and a chosen asset (or small set) selected to be overweight. When a leaf is reached, a weight (often 100/100) is assigned to the chosen asset(s) for that day. - The strategy also includes hedges into VIX-related products (VIXM, UVXY, SVXY) and occasionally pulls in dollar and long-duration-bond exposures (TMF, USDU, TLT, FTLT) as a safety ballast. - The end result is a single-day allocation that could be all-in UVXY, or a mix among UVXY, TECL, SPXL, SOXL, TLT, TMF, USDU, SVXY, VIXM, etc., depending on the signals. The structure implies a strong tilt to momentum and mean-reversion signals and a willingness to flip between risk-on and hedged/bond positions on a daily basis.

Out-of-sample annualized return ~56.5% vs S&P 500 ~22.6%, Calmar ≈1, Sharpe ≈0.98. A momentum-driven, dynamically hedged strategy designed to capture big uptrends; higher upside than the S&P, but with larger drawdowns in sharp reversals.