Daily, rules-based tactical allocation using levered equity ETFs for up markets and hedges with cash/bonds for risk control. Momentum (RSI) and price trend (200-day MA) guide sector picks (tech, financials) and the choice between long or bear hedges. Potentially high upside with leverage, but higher risk and volatility.

- Daily check: is the market in an uptrend? SPY vs its 200-day moving average decides the macro stance. If yes, the system looks for strong recent momentum (RSI) on SPY and on sector proxies like XLK and XLF. - If momentum is very strong (RSI above about 80), it positions in levered long ETFs such as UPRO (broad market), TECL (tech), TQQQ (QQQ), and FAS (financials) based on which signal is strongest. - If momentum signals are strong but not at the extreme, it may still take leveraged long bets but with different triggers. - If momentum is weak or market signals conflict, it moves to Stable Assets (50/50 BIL and TLT) to reduce risk while staying exposed to some upside. - Bear branch: when signals indicate weakness, the strategy can flip toward bearish/shortened exposure on QQQ (QLD, PSQ, SQQQ) and related hedges, aiming to profit from declines or to hedge long exposures. - Cross-asset checks (including less-common ETFs like KMLM) test momentum across several assets to help decide when to tilt more aggressively or retreat. - Rebalance is daily, so weights can shift quickly in response to new signals. Important to know: all of this uses leveraged products, which magnify both gains and losses; the aim is to ride momentum and trend while attempting to guard against reversals with hedges and cash-like assets.

Out-of-sample annualized return ~84.8% vs SPY ~31.3%, Calmar ~3.72. A rules-based, momentum-driven strategy uses levered bets in uptrends with hedges to protect in drawdowns—potentially stronger risk-adjusted upside than the S&P 500.