A daily, rule-based, directional strategy that picks Bull or Bear exposure based on momentum and trend signals, then allocates across leveraged long ETFs, inverse/short proxies, and volatility hedges to pursue gains while containing risk.

What the strategy tries to do, in plain language: - RSI and moving-average signals are used to gauge momentum and trend. RSI is a number from 0 to 100: higher numbers mean the asset has risen a lot recently; very high values suggest crowded, energized moves, while lower values suggest weaker momentum. The strategy pays attention to RSI readings around the 79–81 area as signals of strong momentum or risk in the short term. - A directional call is made each day: Bull (up market) or Bear (down/uncertain market). The decision hinges on how price compares to a long-term moving average (e.g., is the market price above its 200-day average) and momentum checks on big-market proxies like SPY and related trend assets. - If Bull is chosen, the strategy leans into leveraged bullish ETFs (assets that aim to multiply daily moves up for the market). These include widely known 3x long ETFs that track broad market or tech-heavy indices. The Bull bucket also considers other growth-oriented long proxies. - If Bear or uncertain, the strategy shifts toward hedging and inverse exposure. This means positions that go up when markets go down, plus volatility-related hedges to dampen losses when risk spikes. A volatility ETF (UVXY) is used as a hedge when signals indicate rising fear or turbulence; an anti-beta fund (BTAL) provides diversification to reduce sensitivity to market beta. - The Bear side often includes short or inverse ETFs (or proxies that benefit from declines) and some protective combinations with volatility hedges. - A cash component is kept and allocated according to predefined rules, ensuring not all capital is always forced into the risky side. Daily rebalancing keeps the portfolio aligned with the latest signals and the chosen direction. - The exact asset mix is built from nested condition blocks, which means the system tests many signal combinations to decide which specific assets to buy and how to weight them within the Bull or Bear bucket. The result is a dynamic, rule-based basket that tries to capture upside during favorable momentum while providing hedges if risk increases.

Out-of-sample, this rule-based momentum strategy seeks superior risk-adjusted gains vs SPY with leverage and hedges. ~55% annualized return, Calmar ~2.35, Sharpe ~1.11, drawdown ~24% vs SPY ~19%.