A dynamic, risk-managed strategy that aims to grow in up markets via broad long exposures (including leveraged bets) while hedging against drawdowns with volatility instruments and short-term bonds. Rebalanced daily.

This strategy runs a daily check of the market’s mood and momentum using a momentum-like signal (RSI) and price trends. It has two main modes: (1) a bullish mode that tries to ride up-moves with broad market ETFs and occasionally leveraged versions to amplify gains, and (2) a bearish mode that can shift into bets that rise when markets fall. A separate volatility hedge acts like insurance: if signals show stress or high volatility, the strategy may buy a volatility ETF (UVXY) or move into short-positioned or inverse ETFs (SH, PSQ, SQQQ, SPXU) to profit as markets weaken. In addition, a ballast sleeve with very short-term bonds (BIL) helps reduce risk when volatility remains high. The decision tree uses signals over multiple lookback periods (e.g., 10, 20, 55, 100 days) to rank assets by momentum and then assigns full exposure to the top candidate within each regime. The whole system rebalances every day, so positions reflect the latest signals rather than a fixed allocation. In sum: participate in upside with a two-pronged long exposure, guard against drawdowns with volatility and bear hedges, and temper risk with cash-like bonds — all updated daily.

Out-of-sample upside is higher: ~28.9% annualized vs 23.2% for the S&P, driven by momentum-based long bets with occasional leverage, plus hedges (volatility and short bonds) and daily rebalancing. Expect larger drawdowns in stressed markets, but tighter risk in volatility regimes.