A rule-based, momentum-driven mix of leveraged equity ETFs and bond/cash ballast that tilts toward risk-on when momentum is strong and risk is contained, then shifts to safer assets to dampen drawdown. It uses RSI, moving averages, volatility signals, and bond/stock relationships to pick and weight assets.

- The strategy watches a mix of leveraged stock ETFs (like TQQQ, SPXL, SOXL) and bond/cash proxies (BIL, SHY, IEF, TLT, TMF, TMV), plus volatility signals (VXX). - It uses momentum signals (RSI) and price-relativity tests to decide which assets look strongest and deserve allocation. - It tends to tilt toward leveraged equity exposure (often around 66/34 or 70/30) when momentum looks favorable and risk signals are modest. - When risk signals rise (e.g., higher volatility, weak bond signals, or overbought indicators), it shifts toward cash/bonds to reduce risk. - Bond Market Check modules inject a risk-off lens by comparing bond- and equity-related signals and adjusting weightings accordingly. - Variants (e.g., “TQQQ or Not” or “Double Pop Bot”) offer alternate risk appetites and selection logic, but all maintain the core discipline of switching between levered equity and ballast based on quantitative signals. - Rebalancing is governed by a corridor (width 0.1) rather than daily reweighting, reducing churn and whipsaws.

Out-of-sample: ~44% annualized vs SPY ~22%, using a rule-based mix of leveraged stock ETFs and cash and bonds. Aims to ride strong uptrends while dialing back risk in volatility spikes—though drawdowns can be larger in selloffs.