A complex, rule-based, multi-asset tactical strategy using momentum, RSI, and moving-average signals to select and weight leveraged equity ETFs, volatility hedges, and bond/defense assets across regimes. It alternates between long bets (tech/semis) and hedges (UVXY, SQQQ, TMF/TMV, bonds) to ride rallies or guard against volatility.”

Think of it as a big, rule-based committee that daily surveys many market clues. It checks if markets look strong or weak based on price trends and momentum, then selects a small set of ETFs to buy or short using leverage when the signal is strongest. It builds two kinds of baskets: (1) long bets on aggressive assets (tech/semiconductors, broad market via SPY/QQQ, energy/commodities) and (2) hedges or inverse bets (UVXY/VIXY for volatility spikes, SQQQ/SOXS for downside). It also pivots into bonds and cash-like funds (SHY, BIL, AGG, TMF, TMV, TLT) to reduce risk when signals flip. The rules use short look-back windows (roughly 5–20 days) and rankings (top/bottom by moving-average returns, RSI, cumulative returns) to decide which single asset to load into a given sub-portfolio, then apply a 100% (or near 100%) weight within that pick. There are defense layers (bear markets, risk-off) and volatility/anti-beta components designed to protect the portfolio when volatility or drawdowns rise. The system references SPY as a benchmark for many relative checks, and uses a mix of momentum, trend-following, and mean-reversion ideas, often employing 3x leveraged ETFs to amplify moves. The complexity aims to adapt to shifting regimes (risk-on, risk-off, volatility spikes, inflation/deflation signals) rather than follow a single universal rule.

Out-of-sample, this strategy targets higher growth (35.6% vs 21.8% SPY) via rules-based, regime-aware leveraged longs and hedges. Calmar ~0.54 signals favorable risk-adjusted return; note larger drawdowns in severe markets.