A daily, rule-based, ETF/ETN-based strategy that diversifies across U.S. and global stocks, volatility hedges, and Treasuries. Uses trend (200-day MA) and momentum (short-term RSI) signals to allocate to SPY, VT, SPXL, TQQQ, SQQQ, VXX, and TLT, with cash as a default, aiming for long-term growth while managing risk through hedges and diversification.

- Start with 100% cash. Every trading day, run a series of rules to decide what to hold. - If the market shows positive trend (SPY above its 200-day moving average), the system leans toward equities (SPY, VT) and, when signals allow, levered bets (SPXL, TQQQ) to pursue higher upside. - If momentum or volatility signals become extreme (for example high RSI readings on levered ETFs like TQQQ or on the VXX, which tracks volatility), the rules steer toward risk-off positions: cash, hedges (VXX, SQQQ), or safer exposure (TLT for Treasuries, and VT for global diversification). - The VXX and SQQQ pieces act as hedges or defensive ballast when volatility spikes or when overbought signals appear on levered ETFs. - VT gives a broad, globally diversified equity sleeve, helping reduce single-country risk. - SPY provides a US market anchor; SPXL and TQQQ offer amplified exposure when conditions are favorable; SQQQ offers a reverse exposure hedge when risk is high. - The allocation is rebalanced daily, and the engine uses a nested set of if-else decisions to decide which asset(s) to own at any moment. - The overall objective is long-term growth with diversified risk, while avoiding K-1 issues by sticking to ETFs/ETNs; but be aware levered ETFs can magnify losses and require careful risk tolerance.

Out-of-sample edge: ~21.6% annualized vs ~19.4% for the S&P, achieved with rule-based trend/momentum shifts, hedges, and global diversification. Calmar ~1.02; solid risk-adjusted performance; drawdowns ~21% but upside potential is higher.