A daily-rebalanced, RSI- and EMA-driven system that tilts cash among 3x leveraged ETFs (TQQQ, SPXL, SOXL, TNA) plus a volatility hedge (UVXY) and a cash proxy (BIL). It uses short-term momentum (10-day RSI) and a trend check (26-day EMA) to decide when to overweight or move to cash/hedges, with many nested rules and variant portfolios. The goal is to ride momentum with leverage when it looks favorable while sheltering capital with BIL and UVXY hedges during riskier regimes.

- Every day, the system decides how to place cash among several assets using a layered set of rules. The core assets are TQQQ, SPXL, SOXL, and TNA (all 3x leveraged bets on different stock baskets). A separate hedge (UVXY) and a cash proxy (BIL) are used depending on signals. - RSI (Relative Strength Index) with a 10-day window is checked for momentum in the base ETF (e.g., TQQQ for the TQQQ group). If the RSI is very high (indicating overbought momentum) and the price is above a 26-day moving average, the system tends to tilt toward buying more of that leveraged ETF, often with a portion shifted into BIL to keep some cash-like exposure. If RSI is lower (indicating weaker momentum), the model shifts more into BIL or reduces exposure to the leveraged ETF. - There are many nested thresholds (RSI values like 80+, 60, 50, 47.5, 45, 42.5, 40, 37.5, 35, 32.5, 30) that progressively adjust weights. Higher RSI on the base ETF generally increases exposure to that ETF, while very low RSI reduces exposure and increases cash-like components. - A 26-day EMA (exponential moving average) is used as a trend filter: if the base ETF’s price is above this line, that supports a long setup; if below, it discourages large long bets. - UVXY is used in certain branches as a hedge when momentum is questionable or when there is a rise in market volatility signals. The UVXY position is sized (e.g., 50% in a branch) to act as a volatility hedge under those conditions. - BIL (short-term Treasuries) is the default “cash proxy” in many branches, often taking the bulk of the allocation when momentum is weak or to balance risk in more aggressive scenarios. - Some branches show “NOT GOOD” or excluded assets (e.g., FAZ is avoided in that variant), and there are specialty baskets (e.g., DEEZ FAV) that combine a few higher-conviction stock bets with the leverage and hedges. - The whole scheme is designed as a daily-rebalanced, rule-based framework where the sum of weights across the chosen assets adds up to the available cash. It aims to ride momentum with leveraged bets when conditions look favorable while preserving capital with BIL and hedges when risk signals rise. - Important caveats: leveraging magnifies both upside and downside, and UVXY can behave aggressively in volatile markets. This approach requires careful risk management, realistic backtesting, and likely fractional-share execution to avoid large slippage.

Out-of-sample returns ≈33% annually vs SPY ≈20%; a disciplined 3x-levered momentum strategy with UVXY and BIL hedges. Calmar ≈1.26 indicates solid risk-adjusted edge, though drawdown (~26%) is higher than SPY's (~19%).