A rules-based, risk-controlled tactical bet that uses SPY vs SHY momentum and SPY volatility to decide between a 2x levered stock position (SSO) and a safe bond position (SGOV), with multi-timeframe checks and a diversification sleeve.

What it does in plain language: - It compares the momentum of stocks (SPY) to bonds (SHY) over several recent periods using a simple momentum gauge (RSI). If SPY looks weaker than SHY on a window, the system considers a stock-tilt using a levered fund (SSO), but only if recent stock volatility is not too high. - It checks SPY’s recent price swings (volatility). If those swings are small enough (below a threshold that depends on the chosen risk tier: 1%, 1.5%, or 2%), it buys SSO to gain amplified exposure to stocks. If volatility is higher than the threshold, it instead holds a safer position in SGOV (short-term bonds). - It repeats this logic across several look-back windows (14, 21, 28, 35, 42 days) to avoid tricks from a single short-term spike, effectively layering multiple checks before placing a levered bet. - When not triggering SSO, SGOV serves as the safe fallback to dampen risk. In addition, a fixed diversification sleeve (SIVR, IAK, PGR, AJG) is present with specified weights for broader exposure. - The overall approach is intentionally cautious: use leverage only when momentum is favorable and volatility is under control; otherwise tilt toward safer assets or cash. The design emphasizes protecting capital in choppy markets while allowing opportunistic upside when conditions align.

Out-of-sample edge: ~43% annualized return vs ~23% for S&P, Sharpe ~2.20 vs ~1.14, drawdown ~11% vs ~15%, and Calmar ~3.92. A momentum- and volatility-filtered tilt to leveraged stocks with diversification sleeve.