A rule-based dip-buying strategy: extreme TQQQ momentum hedges into UVXY+XLP, extreme oversold into TECL, otherwise picks a top-4 150-day momentum basket from a broad universe (equities, bonds, commodities, currencies) with equal weights; no fixed rebalances, 5% drift tolerance.

- The first check looks at TQQQ’s short-term momentum. If TQQQ is extremely overbought (RSI over 79 on a 10-day window), the strategy allocates half to UVXY (volatility) and half to XLP (defensive consumer staples). - If TQQQ isn’t extremely overbought, the next check asks whether TQQQ is very oversold (RSI under 31 on a 10-day window). If so, the strategy goes all-in on TECL (technology levered ETF). - If TQQQ is in between extremes, the strategy looks at SPY’s 10-day momentum. If SPY is very oversold (RSI under 30), the strategy shifts to a four-position basket chosen from a broad universe (TQQQ, SPY, TLT, BSV, XLP, SOXL, XLE, DBA, DBC, XLV, UUP, TMV, TMF, UDOW, UPRO, UCO, ERX, BOIL, GLD, KOLD) and weights them equally (top four by momentum are picked and held long). - If SPY isn’t very oversold, the strategy still builds a four-asset basket from the same broad universe using the same momentum screen (but the specific four assets are determined by the 150-day moving-average momentum ranking). - The four selected assets are chosen by a screen that sorts by moving-average return over the last 150 days and selects the top four, with equal weight (100% total across the four). The overall “Buy The Dips 150d MA Basket” name reflects the emphasis on dip-buy opportunities using a 150-day momentum framework. - Rebalancing occurs only when weights drift beyond a 5% corridor (rebalance corridor width 0.05). There is no fixed periodic rebalance; changes occur when the signal logic triggers a new allocation. The strategy is cash-based when not fully invested in a basket or a single asset. - In short, the system toggles between hedging, leveraged tech exposure, and a diversified momentum basket based on short-term momentum signals, with the final selection anchored by a 150-day momentum screen across a broad universe.

Out-of-sample edge: 37.6% annualized return vs S&P 20.1%, Calmar ~0.98, diversified 4-asset momentum with hedges. Captures higher upside through a disciplined, rule-based dip-buying framework while using hedges and a broad universe; note drawdowns can be larger than the S&P.