A daily-rebalanced, rule-based system that switches between leveraged stock exposure and hedges using RSI and momentum signals across a broad set of ETFs, aiming to profit from uptrends while hedging during volatile or bear phases.

The strategy rebalances daily and moves between groups (Bull, Bear, and inflation variants) based on a hierarchy of technical signals. It scores or filters candidate assets using RSI and momentum rules, then selects 1–2 assets from top groups. Each selected asset is bought with a fixed weight, often 100% within its sub-group, while cash is allocated to meet the group’s weight. Key signals include: short-term RSI readings on SPY/QQQ to gauge oversold/overbought conditions, comparisons of RSI between assets (e.g., QQQ vs bonds), moving-average/momentum checks (price vs recent averages), and cumulative return checks over short windows. The assets include leveraged equity ETFs (TQQQ, UPRO, SPXL), leveraged semiconductor ETF (SOXL), inverse/volatility ETFs (SQQQ, UVXY), and bond/cash proxies (BIL, SHY, IEF, AGG, BSV, QLD, SPHB, TMF, SPXS). The rules are nested; for example, if SPY’s RSI is high, the system may favor Bull Stock Market paths; if SPY’s RSI is oversold, it may shift to Bear paths or to Pop Bot hedges. The net effect is a dynamic, multi-asset, leverage-friendly allocation that tries to ride uptrends with momentum while hedging or retreating to bonds/volatility when signals deteriorate. Note: such a system uses significant leverage and is sensitive to drawdowns; it should be backtested and used with proper risk controls and understanding of the underlying ETFs.

Out-of-sample, this strategy targets higher upside than the S&P (about 34% annualized vs 23%) via regime-switching, leverage, and hedges. It carries higher drawdowns (about 51%), appealing to investors with higher risk tolerance.