A daily-rebalanced, two-regime ETF strategy that uses momentum and volatility signals to switch between aggressive 3x growth bets (UPRO, TQQQ, and occasionally TMF) and a safety basket (UUP, GLD, XLP, SHY) with a Bear Dip/Bull Fear overlay to spot dips in big indices and hedge with the safety mix.

- What you’re investing in: a mix of leveraged growth ETFs (UPRO = 3x S&P 500, TQQQ = 3x Nasdaq-100) and a defensive safety basket (UUP = US dollarIndex exposure, GLD = gold, XLP = consumer staples). Also uses TMF (3x long Treasuries) as a hedging/tilt option in some cases, and SHY (short-term Treasuries) as a cash-like reference. - How signals are generated: the strategy looks at momentum comparisons using RSI (a momentum measure that sums up recent gains vs losses) and volatility/return metrics over windows like 14, 21, 28, or 42 days. A simple read is: is the momentum of a leveraged fund higher or lower than a safer asset? If the leveraged fund shows stronger momentum (relative strength) against a safer asset, the model tilts toward growth; if weaker, it tilts toward safety. - When it shifts to growth: in the growth/bull regime, the model allocates to leveraged equity exposure (UPRO and sometimes TQQQ) with weights that scale by volatility bands (1%, 1.5%, 2% stdev bands, etc.). The exposure is evaluated across several windows (14d, 21d, 28d, 35d, 42d) to capture different trend durations. - When it shifts to safety: in risk-off or when volatility/RSI signals darken, the strategy moves into the Safety Mix (UUP, GLD, XLP) to dampen drawdowns. This is designed to provide ballast during market stress. - Bear Dip / Bull Fear overlay: the model separately checks for dips in major indices (Nasdaq 100 and S&P 500) and executes hedges or safety tilts accordingly, using a cumulative or moving-metric (e.g., cumulative return checks) to time entries/exits. - Rebalancing cadence: the plan rebalances daily, resetting weights to reflect the current signal state and the chosen volatility band. This makes the approach very responsive to regime changes, but also means leverage can compound losses in adverse markets. - What to expect in practice: on strong uptrends, you’ll see allocations toward 3x growth ETFs, potentially with some treasury hedges; in pullbacks or noisy markets, you’ll see shifts into the Safety Mix, with cash-like or defensive assets taking larger share of the portfolio. The overall intent is to ride upside with leverage when conditions are favorable while limiting damage when fear rises, using a blend of momentum, volatility, and dip-check logic.

Proven out-of-sample edge: 36.7% annualized returns vs SPY's 22.95%, with a Calmar ~1.10 and strong Sharpe (~1.31). Dynamic growth-vs-safety tilts aim to maximize upside while cushioning drawdowns—note higher max drawdown (~33%).