A daily-rebalanced, two-variant, rule-based system that stocks 3x-long bets (UPRO/TQQQ) when signals look favorable and hedges with short-term Treasuries (BIL/SHY) and volatility tools (VXX/VIX-related) when risk rises. It uses “Bear BUYDIPS” and “Bull HFEAR” themes with Nasdaq and S&P 500 dip-checks and risk filters to try to capture big upside while dampening drawdowns.

A two-version, rule-driven system decides daily how much to be in ultra-levered stock bets (UPRO for S&P 500, TQQQ for Nasdaq-100) and how much to hedge with safer bonds (BIL, SHY) or volatility vehicles (VXX/UVXY). It looks for “dip” signals in Nasdaq and S&P 500 by comparing short- and longer-term price performance against safer assets. When signals are favorable and risk signals are low, it tilts toward the 3x long ETFs. When signals turn risky (drawdowns or high volatility), it shifts toward hedges and cash. There are two major theme paths: Bear BUYDIPS (buy dips in bear-ish conditions) and Bull HFEAR (hedge-growth posture). The V5 variant tweaks some weights and instrument choices (e.g., optionally using TQQQ, and swapping UVXY for VXX). The plan is rebalanced daily and uses explicit risk diagnostics (drawdown, standard deviation) to guide adjustments, with a nested structure of sub-strategies like “Nasdaq Dip Check” and “S&P500 Dip Check” to time entries and exits. In short: it’s a disciplined, repeatable, leverage-enabled tilt between aggressive long bets and protective hedges, driven by a forest of signals across multiple lookback periods.

Out-of-sample, this strategy aims for much higher upside than the S&P 500 (≈54% vs ≈23% annualized) with hedges to limit risk. Expect larger drawdowns (~43%), but a strong Calmar (~1.24) offers compelling risk-adjusted potential.