Daily, levered U.S. equity strategy using momentum and volatility hedges to tilt between aggressive longs (SPXL/UPRO/TQQQ) and hedges (UVXY/SQQQ/BTAL) guided by RSI momentum and moving-average checks.

The strategy is a daily-rebalanced, rule-based system that decides whether to tilt toward high-leverage long bets or into hedges/shorts based on momentum and trend signals. It uses RSI-style momentum checks on multiple proxies (not just one index) and moving-average comparisons to confirm the trend. If the signals show strong_up momentum (high RSI readings on SPY and other proxies) and price is above a long-term average, it allocates to levered long ETFs (SPXL, UPRO, TQQQ) to amplify upside. If momentum is weak or volatility spikes, it shifts into hedges and anti-beta/short positions (UVXY and VIX-related instruments, SQQQ, PSQ, BTAL) to limit losses. A notable hedging construct is a 75% UVXY / 25% BTAL mix in certain conditions to balance volatility exposure with anti-beta risk control. The logic is nested (Bull vs Bear groups) and uses a mix of rule checks (RSI thresholds, current price vs moving averages, and relative strength against other tickers) to pick exposures. The approach relies on familiar ETF building blocks: broad-market proxies (SPY, IO0, QQQ), sector/value/breadth proxies (XLF, VTV, VOX), and volatility hedges (UVXY, VIXY). It’s a high-variance, high-turnover system that expects disciplined execution and risk tolerance given leverage and rapid regime changes.

Out-of-sample: higher upside (56% vs 16.7% annualized) with Sharpe ~1.07 and Calmar ~1.42. Larger drawdowns (≈39.6% vs 18.8%), but momentum tilts + volatility hedges aim for stronger, risk-aware growth vs the S&P 500.