A rule-based, two-sleeve strategy that blends leveraged growth bets with a dividend-income sleeve. It uses short-term momentum signals (RSI) to switch between leveraged ETFs (3x bets on uptrends) and hedges/cash, while a separate dividend group targets monthly-income funds. It aims for monthly dividends with upside capture, but uses aggressive leverage and complex risk controls, so it carries high risk and requires careful monitoring.

- The strategy splits capital roughly 40/60 between two main themes: a levered-growth sleeve (using 3x ETFs like TQQQ, SPXL, SOXL, and occasional hedges like UVXY, SQQQ, SPXU) and a dividend-income sleeve (using dividend ETFs). - Every section uses short-term momentum checks (primarily a daily calculation of RSI over about 10 days) to decide whether to tilt toward more aggressive levered bets or toward hedges/cash. If momentum looks very strong in an asset, the system might buy hedges (like UVXY) to protect against a sharp reversal; if momentum is weaker, it may reduce exposure and move toward cash or dividend assets. - Within each sleeve, sub-blocks (named like SPY Pop Bot, QQQ Pop Bot, SMH Pop Bot) scan a set of assets and pick a few winners based on momentum and risk rules (for example, how much a fund has drawn down in the past or how strong its recent performance is). Then it allocates weights across those picks, often keeping all allocations positive and evenly split within a chosen group. - A separate Dividend Group mirrors the same logic but targets dividend-focused assets (like SPHD, PEY, DHS) to produce monthly income. - Risk controls exist to avoid heavy exposure during drawdown or regime shifts; e.g., a bear-market selector looks at SPY’s worst drawdown to decide when to favor hedges; some blocks only move into certain assets if a competing asset’s momentum is stronger. - The system does not show a fixed rebalancing date, implying it adjusts exposures as signals change rather than on a strict calendar schedule. - Overall, you get a dynamic mix: when the market looks strong, levered ETFs push for growth; when volatility or risk rises, hedges and cash-like assets take over; and a dividend sleeve provides steady cash flow in favorable conditions.

Out-of-sample edge: stronger risk-adjusted performance and income vs the S&P 500. OOS Sharpe ~1.29 vs ~1.14; OOS return ~54% vs ~19%; Calmar ~1.72. Adds monthly dividends with ballast, but may incur larger bear-market drawdowns.