A daily, rule-based equity strategy that blends levered long bets with volatility/anti-beta hedges, driven by momentum signals and moving-average checks to pursue gains while protecting against downturns.

Feaver Frontrunner V3 runs every trading day. It uses a decision tree to decide which assets to own and how much weight each should have. If the signals say the market momentum is strong, it leans into levered long exposures (like TQQQ for tech leverage or SPXL for broad leverage) and selective basing assets. If momentum looks weak or overly extreme, it pivots toward hedges and defensive exposures (UVXY for volatility, BTAL for market-neutral hedging, inverse ETFs like PSQ or SQQQ, and some bond or cash proxies). RSI calculations (a momentum measure) on SPY and other proxies, plus price relationships to moving averages (e.g., current price vs 20-day average), drive the decisions. A notable component is a sub-portfolio that, under certain conditions, combines 75% UVXY with 25% BTAL as a hedge. The system also references a “Bull” regime (risk-on, higher equity tilt) and a “Bear” regime (risk-off with hedges), and it uses a daily rebalance to adjust holdings. Tickers span broad market ETFs (SPY, QQQ), leveraged plays (TQQQ, SPXL), hedges (UVXY, BTAL), inverses (PSQ, SQQQ), and various sector/bond proxies (XLF, VTV, IO0, BND, IEF, PSQ, SQQQ). The end result is a dynamic, rule-driven mix of leverage and hedging designed to chase upside while limiting drawdowns.

Out-of-sample: ~30% annualized return vs SPY’s ~21%, with a Calmar ~1.27 indicating strong risk-adjusted upside despite larger drawdowns; levered bets plus hedges aim to outperform the S&P over time.