Daily 2x-leveraged stock exposure or a defensive Safety Mix (UUP, GLD, XLP) determined by multi-window momentum checks (SPY vs SHY RSI) with volatility gates; levered when momentum favors stocks, defensive when it doesn’t; backtested through 2007-02-20.

- Every trading day, the fund re-evaluates where to invest. - It uses several lookback windows (14, 21, 28, 35, 42 days) to gauge momentum: SPY (stocks) vs SHY (bonds) via RSI-style measurements. If stocks show stronger momentum than bonds, the model prefers exposure to stocks via SSO (the 2x S&P 500 ETF). If bonds or risk-off signals dominate, it switches to a safety basket of UUP (Dollar), GLD (Gold), and XLP (Consumer Staples). - The different blocks labeled with stdev (1%, 1.5%, 2%) act as volatility gates, aiming to filter signals by recent market volatility so the decision isn’t driven by a single noisy reading. - The final allocation is effectively binary each day: either 2x leveraged stock exposure (SSO) or the Safety Mix, with a daily rebalance. - The plan uses SPY, SSO, SHY, UUP, GLD, and XLP as the core instruments; SPY serves as the baseline equity reference, SSO as the leveraged equity vehicle, SHY as the bond proxy for momentum comparison, and the Safety Mix as hedges. - It’s backtested through 2007-02-20 and is designed to chase gains in uptrends while seeking safety in downturns, at the cost of higher risk inherent in levered ETFs and rapid position switches.

Out-of-sample: ~39% annualized return vs ~22% for the S&P, with better risk-adjusted metrics (Sharpe ~1.83 vs 1.38, Calmar ~1.44) by riding uptrends and defending in downturns.