A multi-sleeve, rule-based fund that blends cautious SPY/SHY core with opportunistic 3x Nasdaq bets (TQQQ) and a bonds/treasury safety net. It uses multi-window momentum and volatility signals to switch between Yes Pops (aggressive) and No Pops (defensive) with cash/treasury overlays to curb drawdown.

- The core idea is to balance a cautious stance (SPY vs. SHY) with opportunistic bets on tech-capped upside via a 3x leveraged Nasdaq ETF (TQQQ). - Signals come from multiple windows (14, 21, 28, 42 days) and compare momentum and volatility across assets (SPY, XLK, SHY, BND, TLT-family ETFs). - When market signals align for low risk and positive momentum, the strategy shifts toward a “Yes Pops” sleeve that typically allocates 66% to TQQQ (a 3x leveraged Nasdaq ETF) and 34% to BIL (a short-term U.S. Treasuries fund). This aims to capture amplified upside while preserving liquidity with cash-like collateral. - If momentum or volatility rules indicate caution, the plan moves to a “No Pops” or defensive regime, increasing exposure to bonds and Treasury-momentum ETFs (TMF, TYD, TYO, FTLT, etc.) and/or holding cash, to dampen potential equity drawdowns. - The “20d BND vs 60d SH” and similar groups act as macro/sector-tilt checks, evaluating when broad bond markets look stronger or weaker relative to cash and short-term Treasuries over different horizons, informing whether to favor bonds or risk-on equity tilts. - Position sizing varies by signal strength and window. Some branches show 66/34 weights (Yes Pops), others show 100% in a defensive group or 50/50 splits, reflecting a spectrum of risk appetites depending on the state of the signals. - RSI-like momentum checks (a measure of how strong recent gains are relative to losses) are used across assets (SPY, XLK, TQQQ, etc.) with thresholds (e.g., below/above certain levels) to trigger entries or exits. RSI is briefly explained as a gauge of whether an asset’s recent price momentum is strong enough to continue or if a reversal is likely. - Standard-deviation-based thresholds act as volatility guards: when recent volatility falls within certain bands (low volatility), the model becomes more willing to deploy the levered sleeve; when volatility spikes, it trims exposure or switches to defensive assets. - The plan uses shared cash positions and “Yes Pops” vs “No Pops” as a structured way to manage drawdown; in plain terms, it tries to catch favorable market bursts with leverage, but backs off into safer assets when risk looks elevated. - In practice, this requires reliable data feeds, careful implementation of the multi-layer rules, and awareness of leverage risks and liquidity costs. It is not guaranteed to outperform a simple strategy and is sensitive to execution quality and market stress conditions.

Out-of-sample return: 22.9% vs SPY 20.4%. A disciplined multi-window momentum system captures tech upside (TQQQ) with bond/cash diversification. Higher upside potential, but downturn drawdowns may be larger—a diversified complement to SPY.