A momentum-driven, multi-layer rotation between leveraged long-bond (TMF) and levered-bond-bear (TMV) ETFs, with volatility/timing signals and cash/bond safeties (SHV/BND). It uses short-term momentum checks and moving-average trends to decide exposures, with a volatility overlay to shift when market noise is high. Complex rules offer an adaptive, but levered, risk-managed bond-tilt strategy rather than a simple buy-and-hold.

- The strategy has two main momentum modules: TMF Momentum (long-dated Treasuries via TMF) and TMV Momentum (opposite side via TMV). - Each module uses momentum indicators (roughly short-window RSI-like measurements) on assets like TMF, TMV, SPY, QQQ, and VXX to gauge strength or weakness. When momentum signals cross certain thresholds, the module signals a position (buy/sell). - A price-vs-moving-average filter further confirms a trend: if the current price is above its moving average, that supports taking a position; if below, it discourages it. - A volatility layer (the VXX edition) adds extra rules: when volatility signals are extreme (e.g., VXX momentum/RSI indicating high volatility), the model may shift toward risk-control assets (like cash equivalents or volatility hedges). - Weights are assigned to combine the TMF and TMV modules, with explicit shares/percent allocations that can be 100% to a module or split with smaller cash allocations depending on the signals. - Rebalancing is not automatic; the system uses a narrow adjustment window (corridor) to avoid frequent churn. - The overall aim is: (1) ride momentum in long Treasuries (TMF) when conditions look favorable, (2) hedge with TMV when opposite momentum dominates, (3) park some funds in safer bonds/cash when risk signals are strong, and (4) opportunistically use VXX-based signals to time volatility spikes. - Tickers involved include TMF, TMV, VXX, SHV, BND, TLT, SPY, QQQ, TECL, TQQQ, and occasional references to other bond/equity proxies to test regime conditions. - In plain terms: it’s a sophisticated, rule-driven rotation that tries to ride big moves in bonds while keeping a safety net and a volatility-timing component, rather than staying fully invested in a single asset class.

Out-of-sample, this strategy delivers 22.70% annualized vs SPY's 21.86%, aided by a momentum-driven bond tilt and volatility timing that seeks big bond moves while keeping risk controls. Note: higher drawdowns and lower Sharpe than SPY.