A daily-rebalanced, multi-asset strategy using momentum signals on 3x levered ETFs (SPXL, TQQQ, SOXL) with UVXY hedging. If momentum is extreme, move into UVXY; if not, either pick a bear-position (QID/SDS/BSV) or a bull-position (BSV/QLD/SSO) based on RSI and drawdown checks, targeting 40% portfolio weight for this block. High-risk, regime-sensitive, levered-exposure approach.

- The strategy runs every trading day. It watches three main themes: SPY (via SPXL), QQQ (via TQQQ), and semiconductors (via SOXL). - For each theme, it looks at the recent price action through a short-term momentum gauge called the Relative Strength Indicator over 10 days (RSI-10). If the momentum signal is very strong (RSI > 80), it shifts the entire position into a volatility hedge (UVXY), hoping to profit from rising volatility during market stress. - If momentum on the levered long proxy is weak (RSI < 30), it shifts entirely into the corresponding upper-leveraged long ETF (SPY path goes to SSO, QQQ path goes to QLD, SMH path would use a semiconductors levered option like SOXL, with the code showing the related levered long asset). - If neither condition applies, the strategy uses a Market Strategy module to decide exposure based on broader market regime: - Bear Market Stock Selector: among QID (inverse QQQ), SDS (inverse S&P 500), and BSV (short-term bond proxy), it picks the one with the weakest momentum (lowest RSI) over a 10-day window and ranks them. It also checks a risk filter based on SPY’s recent drawdown (if the maximum drawdown is above a threshold, it favors bear assets). - If the Bear condition is met, it allocates to the chosen bear asset with 100% weight. - If not Bear, it runs a Bull Market Stock Selector: among BSV, QLD, and SSO, it picks the asset with the weakest RSI over a 20-day window and allocates to that single bull asset with 100% weight. - Each path (Bear or Bull) uses a single asset allocation (100/100), and both paths are nested under a 40/100 overall weight in the larger portfolio. The design emphasizes rapid rotation into the strongest short-term momentum or regime-appropriate exposure rather than gradual diversification. - In plain terms: if markets look hot, ride the momentum with levered ETFs or hedge with UVXY if extremely hot. If momentum isn’t clear, decide whether the market is more likely to go down (bear) or up (bull) and pick a single instrument to ride that signal. Rebalancing happens daily to stay aligned with the latest signals. Important risk: levered ETFs magnify both gains and losses; UVXY can be volatile; bear/short assets rely on inverse/short exposures that carry their own risks and cost structures.

Out-of-sample annualized return ~42% vs S&P ~21%; Sharpe ~1.21, Calmar ~1.08. Adds UVXY hedging and daily regime shifts (bear/bull) for stronger upside, with higher but controlled downside risk in stress.