A daily-rebalanced, multi-model strategy that blends 3x-levered equity tilt, hedges, and RSI-driven picks to chase uptrends while protecting against pullbacks. It uses V4/V5 drift-and-dip logic plus a simpler RSI-based selector (V1b), with 25% each for V4 and V5 and 50% allocated to V1b RSIs, using BIL/TMF as hedges and UPRO/TQQQ/QQQ/SPY as core exposure.

- The strategy is built from three main engines that run in parallel and then blend their outputs daily: V4 (V4: Cautious Fund Surfing), V5 (V5: another cautious, 3x-tilt variant), and V1b Simple RSIs (a momentum/momentum-filtered RSI-based selector. - V4/V5 are theme-based, multi-asset tilts that lean into leveraged equity exposure (UPRO for S&P 500, TQQQ for Nasdaq 100) with a hedge/buffer position in bonds (TMF) and cash (BIL) to manage risk. They use many look-back windows (e.g., 14, 21, 28, 35 days) and “inverse-volatility” primitives to adjust weights across assets within sub-approaches labeled as Bear BUYDIPS vs Bull HFEAR and related risk-on/risk-off states. - V1b Simple RSIs applies a separate momentum screen: it computes simple relative-strength-index (RSI) signals for a set of instruments (e.g., UPRO, SPXL, SOXL, TECL, SPXL-type families) and then picks the two assets with the strongest momentum signals (or weakest RSI, depending on the exact rule) to tilt the basket toward. This module is explicitly labeled as “Simple RSIs,” implying a more straightforward momentum rule than the deeperV4/V5 decision trees. - The overall allocation mix distributes 25% to V4, 25% to V5, and 50% to V1b Simple RSIs. Each day, the system re-evaluates signals, re-weights positions, and executes trades to reach these weights. - The risk controls are explicit: the trees include checks on drawdown, standard deviation of returns, and trailing performance; there are “Risk ON” and “Risk OFF” branches (e.g., overweight UPRO/TQQQ when risk-on is favored, shift into BIL/TMF when risk-off signals trigger). - The fund surf-and-hedge language and dip-buy heuristics (Buy the Dips: Nasdaq 100/S&P 500) indicate a tilt toward buying into pullbacks in major indices when conditions are favorable, and then hedging if the dip criteria fail or risk is elevated. - The asset list focuses on a core set of high-liquidity, well-known tickers (AAPL, GOOG, TSLA are not central here; the strategy uses SPY, QQQ, UPRO, TQQQ, BIL, TMF and related ETFs). The V1b RSIs add optional selections among leveraged and non-leveraged equity/theme ETFs (e.g., SPXL, SOXL, TECL, UPRO, TMF, AGG, SHY) based on RSI-type momentum of the broader market signals. - Complexity and risk: this is a high-concept, multi-model approach using leverage and short-horizon signals. Levered ETFs can magnify both gains and losses, and the strategy relies on hedges to dampen drawdowns. It’s essential to understand that past backtests can differ materially from live performance, and the framework requires disciplined risk controls, position sizing, and monitoring.

Out-of-sample, this strategy delivers higher upside (34.5% vs 22.9% SPY) with solid risk-adjusted returns (Sharpe ~0.99, Calmar ~0.65) and adaptive hedging, offering stronger trend exposure than SPY, though with higher drawdown risk.