A daily, rules‑based blend that rotates among 3x S&P/Nasdaq, a 3x stock‑bond mix, T‑bills, and occasional volatility hedges. It uses measures of calm vs choppy markets, recent strength, and fast dips to seek big upside with rule‑based defense.

What it owns most of the time: 3x S&P 500 (UPRO), 3x Nasdaq‑100 (TQQQ). It can also use 3x long Treasuries (TMF), cash‑like T‑bills (BIL), and rarely a volatility spike fund (UVXY). How it decides: It checks if the market is calm or choppy (how “bouncy” prices have been). In calm times it favors UPRO/TQQQ, splitting toward the one that’s been steadier/stronger (it uses a simple recent‑strength meter, RSI: 0–100; higher = stronger). When things get shaky, it either: • Buys the dip only after a fast ~5% slide (but skips if prices just jumped >5% in a day), • Or uses a 55% 3x stocks + 45% 3x long‑bond mix when drops look mild, • Or sits in T‑bills (BIL). In big downtrends, a small “crash catcher” may briefly buy UVXY; otherwise it holds short‑term bonds. It spreads these rules over multiple 2–6 week lookbacks and rebalances daily. Leveraged ETFs are high risk and can swing a lot.

Out-of-sample, this rules-based, multi-asset strategy targets big upside: ~38.6% annualized return vs SPY’s 22.7%, with Calmar ~1.07. Higher drawdowns can occur in down markets, but disciplined risk controls and hedges aim to capture rallies.