A daily, backtested, rule-based 3x-levered strategy that rotates between aggressive long bets (UPRO, TQQQ, TECL) and hedges (SOXS for downside, TMF/BIL for safety) using RSI, inverse-volatility, drawdown and volatility signals across multiple lookbacks. It’s designed to buy dips and hedge risk, with a No-K-1, cash-like fallback, and a dynamic, risk-aware allocation.

- The strategy runs every day and checks a large set of signals built from multiple lookback periods (14–42 days and beyond) to decide what to own. - Core long exposure is 3x leveraged ETFs: UPRO (S&P 500), TQQQ (Nasdaq-100), and TECL (Tech). It may tilt toward TMF (3x long Treasuries) as a hedge and uses SOXS (3x semiconductors bear) in some Bear Buy Dips scenarios. - When risk signals are favorable (trend/strength up, volatility low, drawdowns modest), the system increases exposure to long levers. When risk signals worsen (high max drawdown, high volatility, weak relative strength, or bearish cross-situations), it shifts toward hedges like BIL (short-term Treasuries cash proxy) and may reduce leverage. - Signals includeRSI-based tests, inverse-volatility checks over 14–42 days, standard deviation of returns, and max drawdown thresholds. Signals are evaluated through nested decision trees (if-else branches) that ultimately pick assets and weights. - The system is labeled “Bear BUYDIPS, Bull HFEAR” meaning it uses dip-check logic to buy dips (e.g., Nasdaq 100/S&P 500 dips) and uses hedging (“HFEAR”) rules to protect when fear or risk rises. - The backtest is Daily Rebalanced, uses a cash allocation (BIL) as a safe core in risk-off states, and omits K-1 tax considerations (No K-1). - The net exposure can swing from very long, levered equity bets to more defensive stances depending on the signals and time windows. The design aims to balance growth with risk controls, but the 3x leverage and the complexity mean it can experience large drawdowns during stressed markets.

Out-of-sample, this strategy aims for ~53% annualized return vs SPY’s ~22%, with solid risk-adjusted metrics (Sharpe ~1.27, Calmar ~1.25). It combines dip-buying with hedges for stronger growth, though drawdowns can be larger.