A dense, daily-rotating, levered-equity strategy that mixes two big ideas: (1) pick two top-performing blocks of assets each day (levered stock bets like TQQQ/UPRO/SPXL or sector/tech tilt) and (2) hedge with volatility and bond assets (UVXY, SVXY, BTAL, VIX proxies, TLT, TMF) to smooth volatility. It uses many RSI/moving-average signals across a wide set of tickers to decide what to buy, how much to weigh, and when to hedge. Highly active and risk-tolerant, it aims for strong upside in uptrends while trying to limit downside via hedges and bonds.

What this strategy does, in plain language: it starts by looking at the market mood using momentum-like checks on broad benchmarks. If conditions look favorable, it builds a risk-on basket by selecting two top-performing groups from a large menu of themes (for example, levered tech/momentum plays like TQQQ or SPXL, and tech/QQQ-like bets). At the same time, it runs a parallel hedging module that uses volatility-related funds (UVXY, SVXY, VIX proxies) and anti-beta strategies (BTAL) plus bonds (TLT, BND, TMF) to cushion potential drawdowns. The decision tree is extremely granular: it compares moving averages, price vs. moving averages, and relative strength signals across a wide set of tickers (tickers are shorthand for exchange-traded funds or stocks). If risk signals rise (for example, volatility spikes or momentum weakens), the system tilts toward hedges and bonds instead of equity leverage. The two main blocks—the bull/bear rotation blocks and the hedging blocks—define where the money goes each day, and the final allocation is a weighted blend that sums to 100%. In effect, you can think of it as a daily, automated chef’s recipe that says: “these two baskets get cooked and served today, with extra spice from volatility hedges if the market looks noisy.” Important caveats: it uses a lot of levered securities, so outsized gains come with outsized risk; it relies on historical relationships (RSI, moving averages) that may not hold in regime shifts; and it requires careful cost/expense consideration for frequent rebalancing and slippage in real trading. Ticker coverage includes SPY, QQQ, TQQQ, SPXL, UPRO, UVXY, SVXY, BTAL, VIXY, VIXM, BND, SHV, TLT, TMF, TMV, GLD/SLV/PDBC, IOO, XLF, XLP, XLI, IWM, EEM, EFA-like proxies, and several other sector and commodity tickers to fill the many sub-blocks. The strategy is documented as “Feaver’s Insane Money Printer FTLT V4” with explicit daily rebalance and a large, nested decision logic intended to optimize exposure across bull/bear regimes while attempting to dampen risk with hedges.

Out-of-sample strategy blends levered bets with hedges to capture bigger upside and stronger risk-adjusted returns: ~72.5% annualized vs 20.7% S&P; Sharpe ~1.38 vs 1.16; Calmar ~2.85; positive alpha. Higher drawdowns.