A daily, two-variant leveraged strategy that blends aggressive 3x longs (UPRO/TQQQ) with hedges (BIL) and sector plays (SOXS/TECL/TECS), using dip-buy and momentum signals, plus risk checks, all in a K-1 friendly, backtested framework.

- Each day, the system checks a network of signals (momentum, volatility, drawdown risk) to decide where to allocate. - When signals indicate favorable momentum, it leans into 3x long leveraged ETFs (like UPRO and TQQQ) to magnify upside. - When risk rises or drawdown checks trigger, it shifts toward safer assets (mainly BIL, a short-term cash-like ETF) and applies hedges. - Occasional bear/tech-themed plays (SOXS, TECL, TECS, etc.) are considered to capture sector bets or hedging in volatile times. - Dip-buy logic looks for meaningful pullbacks in major indices (Nasdaq 100, S&P 500) to time entries into leveraged bets or hedges. - The design favors ETFs with no K-1 tax form for simpler tax reporting. - The two main variants (V4 and V5) offer different risk/return profiles, with V5 described as a more cautious, longer-backtest variant, and V4 as the more aggressive, higher-growth approach integrated into a blended framework.

Out-of-sample, this rule-based strategy stacks leveraged upside with hedges and risk controls, delivering ~60% annualized returns versus ~22% for the S&P, with Sharpe ~1.47 and Calmar ~1.43, and no K-1 forms.