A two-pool tactical allocation: levered equity bets for upside, and a hedge/safe-asset bucket for protection. It uses momentum and volatility signals to tilt between pools, then assigns weights within pools to specific assets (e.g., SPXL/TECL vs. UVXY/VIXM/BTAL/SHV/UUP/AGG). It aims for growth with risk controls via gradual rebalancing and multiple hedging recipes.

- The strategy splits capital into two core pools: a Bull/Leveraged Equity pool (bets on the market rising using 2x/3x leverage like SPXL, TQQQ, UPRO, TECL, etc.) and a Safety pool (hedges and safe assets like VIX-related ETFs, short-duration Treasuries, and dollar-bundled protections). - Signals come from momentum-style checks (a relative-strength or momentum look at recent performance) and volatility cues. When momentum is strong and volatility is tame, more capital tends to sit in the Bull bucket; when momentum falters or volatility spikes, the Safety bucket gets more weight. - Within each pool, the strategy selects specific assets using ranking and filtering rules (for example, choosing the “top” assets by a chosen metric, or balancing hedge pairs with preferred risk characteristics). - Weights are assigned to assets and sometimes to groups of assets. These weights are adjusted over time within a small corridor (the corridor width 0.1 implies gradual adjustments rather than abrupt swings). - There are several variant safety modules (Safety Town and its copies) that implement different hedging recipes (which VIX-related instruments to hold, how to combine them, and how to tilt toward anti-beta funds like BTAL). - The strategy uses windows such as 21, 14, 30, and even longer (126 days) to compute signals, meaning it blends short- and medium-term views. - Rebalancing is not automatic on a strict schedule; it’s governed by the corridor and signals, favoring smaller, more gradual shifts rather than large, sudden reallocations. - In practice, the system prefers to hold one of two broad states: a bullish tilt (more levered equity exposure) or a protective tilt (hedges and safer assets). The exact composition changes with each decision node, but the overarching logic is risk-aware growth with built-in tail risk protection.

Two-pool tactical strategy blends levered equity bets with hedges for higher upside vs the S&P 500. Out-of-sample: ~38% annualized return vs ~22% SPY, with disciplined risk controls and gradual rebalancing.