A quarterly, regime-driven momentum system using bond/cash signals to switch between 4x-leveraged equity bets (risk-on) and defensive hedges (risk-off), selected by RSI rankings from pools of ETFs.

The plan runs in quarterly cycles. It first checks if the bond market has outperformed cash over about 60 days. If yes, it goes Risk-On and buys 4 of 6 highly leveraged ETF bets (SOXL, TECL, TQQQ, UPRO, FAS, TMF) that have the strongest momentum, chosen by an RSI-based ranking over roughly a year. If bonds haven’t beaten cash, it looks at rate expectations by testing if long-term Treasuries underperform cash over about 20 days. If rates are rising, it shifts into a hedged, defensive mix (3 assets chosen from a list of hedges plus a USD fund); if rates are falling, it chooses a different defensive set (XLP, XLV, SHY, UGL, TLT). In all cases, the assets are rebalanced every quarter according to the latest signals. The strategy relies on RSI as a momentum filter to rank candidates and on a few macro signals (bond vs cash, long-duration vs cash) to determine the risk regime.

Out-of-sample annualized return ~45.7% vs S&P ~22%; Sharpe ~1.10; Calmar ~0.96. A tactical, regime-switching strategy using leverage and hedges, rebalanced quarterly for big upside - higher risk, ideal for seasoned investors.