A daily, risk-targeted mix of levered equity ETFs and hedges (UVXY, SQQQ, SHV, etc.) that uses momentum and trend signals to tilt between risk-on and risk-off stances while keeping roughly 1% risk per asset.

This strategy runs every day. It sizes each asset so that each one contributes about 1% risk to the whole portfolio. It starts with an even cash-like allocation across several assets, then uses signals to tilt toward hedges (UVXY and SHV) when market risk looks high, or toward levered equity bets (TQQQ/UPRO/TECL) when markets look favorable. Key signals are short-term momentum (RSI) and price relative to a long-term trend (200-day moving average). The overall result is a dynamic mix that aims to capture upside in rising markets while providing protection during volatility spikes, with daily updates to the weights.

Daily, risk-targeted mix of levered ETFs and hedges designed to beat the S&P 500 on a risk-adjusted basis. Out-of-sample: annualized return 24.64% vs 19.58%; max drawdown 14.59% vs 18.76%; Sharpe 1.32 vs 1.10; Calmar 1.69.