A daily, two-arm momentum strategy that toggles between a bullish, levered equity basket (Frontrunner) and a bearish/defensive basket (Bear/Bond Baller) based on RSI and price trends. Within the active arm, assets are equal-weighted from a curated ETF set to capture upside or hedge downside.

- The system operates daily and starts with a top-level allocation hint: a 60/100 weight split that directs capital toward the Feaver Frontrunner V3 (bullish) path among other potential allocations. The inner logic then resolves which specific assets to actually hold and how to weight them. - Feaver Frontrunner V3 (the bullish path) builds a basket of assets that tend to benefit in up-markets or strong momentum environments. It uses a dense set of conditional checks based on momentum indicators (notably RSI over a 10-day window) and price-versus-moving-average relationships across several tickers (SPY, IOO, UVXY, QQQ, TQQQ, SPXL, VTV, XLF, DRN, SOXL, AGG, SHY, etc.). If the conditions point to bullish momentum, the strategy places all chosen assets with equal weights (100/100) and leans into growth/levered exposures (e.g., TQQQ, SPXL, QLD, DRN, SOXL) to capture upside. - Feaver Bear Strat V1.1 (the bearish/defensive path) contains its own set of rules aimed at protection and hedging. This arm uses inverse or hedged ETFs (e.g., SQQQ, PSQ) and defensive/bond-oriented exposures (e.g., AGG, IEF, BND variants) with a separate suite of momentum/relative-strength checks. When bearish signals dominate, the Bear path is activated and assets within that path are equally weighted. - Nested “if” blocks create sub-conditions that compare momentum indicators (RSI), price actions, and cross-asset relationships (e.g., current price vs moving-average price, or cumulative return comparisons). This creates a multi-factor signal that decides which sub-basket to use and which assets to include. - Rebalancing is daily, and the overall exposure is described as EQUITIES, but the Bear path introduces hedging/bond-like components to mitigate downside. - In short: the model tries to ride strong momentum with a bullish, levered equity mix when signals are favorable, and switches to hedges and defensive assets when signals deteriorate. However, the exact asset set and the interpretation of weights depend on the live data and the specific nested conditions; this is a complex system that requires careful backtesting and risk controls. - Important caveats for a layman: levered ETFs (like TQQQ, SPXL) can amplify gains and losses; inverse ETFs (like SQQQ, PSQ) can hedge but have their own risks and decay over time; RSI thresholds and moving-average checks are not guarantees of future results. Always simulate and understand drawdowns before live use.

Out-of-sample, this strategy targets ~41% annual return vs SPY’s ~20%, with Calmar ~0.93. It dynamically switches between bullish levered bets and hedges daily to pursue bigger upside while managing risk—offering stronger upside than the S&P 500.