A daily, rule-based, leveraged multi-asset strategy that combines 3x bull ETFs (UPRO/TQQQ), cash proxies (BIL), and volatility/sector hedges (SOXS or UVXY) to chase market dips while protecting downside. It uses multiple windows (14–28 days) and RSI/volatility metrics to flip between Risk ON and Risk OFF states, with V4 (cautious) and V5 (more aggressive) variants and a TQQQ option path. Replace UVXY with SOXS in a variant to alter hedging exposure.

- What you’re picking: a pool of ETFs mainly used for leveraged stock exposure (UPRO for S&P 500, TQQQ for Nasdaq), a treasury/cash proxy (BIL) and hedges (SOXS or UVXY in different parts of the plan; UVXY is replaced in V1a with SOXS). - The idea: every day, the strategy decides how much of each asset to own (weights) based on many tests. It’s not just “if RSI is high, buy.” Instead, it checks a bundle of signals across multiple time windows (for example 14, 21, and 28 days) and metrics like cumulative returns, volatility, and drawdowns. - Dip-catching bias: there are ‘Bear BUYDIPS’ and ‘Nasdaq Dip Check’ style checks that try to enter levered long positions when market dips look appealing, especially for Nasdaq 100 (QQQ/TQQQ) and S&P 500 (SPY/UPRO). - Regime logic: the plan has “Risk ON” (riskier, more stock exposure) and “Risk OFF” (safer, more cash/bonds) blocks. In Risk ON, weights favor levered stock bets and sometimes hedges; in Risk OFF, exposure is reduced to cash proxies and hedges. - Hedging and volatility work: volatility hedges (like UVXY or the alternative SOXS) are used to dampen risk during volatile regimes, though UVXY is being replaced in some parts with SOXS to adjust exposure to semis as a hedge. - Windows and guards: the rules reference many different time horizons (1-day, 5-day, 14-day, 21-day, 28-day windows) and gates like max drawdown thresholds (e.g., “max drawdown > 10%” in a year-like window) to decide whether to keep risk on or switch to risk-off. - Daily rebalancing: the portfolio is reset or adjusted every trading day based on the most recent signals. - What’s being optimized: trying to maximize upside capture in favorable regimes while keeping downside risk in check with cash/bonds and hedges, all while using higher leverage to amplify returns when the signals align. - In short: a highly tactical, rules-based, levered mix of bull bets, dip-catching logic, and hedging layers that shifts daily between risk-on and risk-off states, with a deliberate replacement of UVXY hedge exposure in some parts with SOXS for a different hedging profile.

Out-of-sample edge: ~60% annualized return vs ~22% for the S&P, with Calmar ~1.39. Daily, rule-based leverage, dip-catch, and hedges aim for stronger risk-adjusted upside; be aware of larger drawdowns in stress, potential faster recoveries.