A multi-asset, 3x-leveraged trading framework that aims to catch upside with UPRO/TQQQ while hedging risk with BIL/SHY/TMF and selective bears (SOXS) during dips. It uses many timeframe checks and regime signals to shift between leveraged exposure, hedges, and cash, aiming for strong upside with risk controls and tax-friendly positions.

- The system is a decision tree that checks many market signals across multiple time frames. Each signal asks a simple question (for example, is the recent rise of a leveraged ETF stronger or weaker than a bond or cash proxy? Is volatility high or low? Are major indexes showing a dip or a rally?). If the answer is yes, the tree points to a sub-strategy that uses a specific mix of ETFs. - Core bets use leveraged equity exposure like UPRO (3x S&P 500) and TQQQ (3x Nasdaq 100) to capture upside when risk signals are favorable. - Hedging and safety bets use cash-like or bond-like ETFs (BIL for cash-like safety, SHY for short-term Treasuries, TMF for long Treasuries, BIL again to minimize K-1 exposure) to protect capital when risk is high. - Bear or defensive bets like SOXS (bear semiconductor 3x) and other hedges are employed in a controlled way to capture downside or to reduce risk when regimes shift to risk-off. - Signals include: inverse volatility windows (e.g., 14d/21d/28d/35d), RSI-like relative strength checks (comparing recent performance of a risky asset against safer proxies like SHY or SHY against SPY), drawdown checks (max drawdown over 1 year), and standard deviation of returns over certain windows. - The strategy uses multiple “blocks” or versions (V4, V5, etc.) that combine different sub-strategies with different weights to form a final mix. - It emphasizes K-1 avoidance by using cash-like instruments (BIL) and widely traded ETFs to keep tax treatment straightforward. - The end result is a blended, frequently rebalanced exposure that shifts between levered growth, bear/defensive overlays, and cash/bond hedges depending on the composite signal from the rule-set. This isn’t a single indicator system; it’s a layered approach that cross-checks several signals to build a dynamic, diversified, and risk-conscious 3x-leveraged framework.

Out-of-sample upside ~60% annualized with Sharpe ~1.47 vs S&P. Dynamic hedges and cash/bond cushions plus regime-switching aim to ride rallies while limiting drawdowns. Tax-friendly with K-1 avoidance.