A daily-rebalanced, levered momentum strategy with a front-line risk detector (TIP canary) and a defensive shield (BIL). Offensive bets select 4 top levered ETFs by multi-window momentum; weights are equal. Uses UVXY signals to fine-tune risk. Leverage increases both upside and risk.

- Every trading day, the system first checks TIP (the canary) to gauge overall risk in the market. - If TIP signals a favorable risk environment, the strategy goes to the offensive side; if not, it moves to defense (BIL). - Offensive side: from a pool of levered ETFs (e.g., UPRO, SPXL, TMF, TYD, TNA, DBC, EDC, EFO, DRN, etc.), it computes momentum signals using moving-average returns over several lookback windows (365, 182, 91, 30 days). - The top four assets by these momentum signals are selected and given equal weights (roughly 25% each) to form the four-asset offensive basket. This basket is leveraged exposure to magnify potential gains (current version uses leveraged ETFs). - Volatility/volatility-related signals (via UVXY RSI tests) can trigger adjustments or reversion toward defense if volatility spikes indicate risk of a rapid drawdown. - The defense basket consists of short-term Treasuries/cash-like assets (BIL); when activated, it reduces risk by shifting capital away from levered equities/commodities/bonds into safer cash-like exposure. - Rebalance is daily, meaning positions are recalculated and adjusted every trading day. - The overall aim is to capture upside through momentum while keeping a guardrail to protect against Black Swan events by using TIP as a risk monitor and BIL as a defensive layer.

Out-of-sample, this strategy delivers ~31.6% annualized return vs SPY’s ~21.4%, with Calmar ~1.20 (better risk-adjusted drawdowns) and built-in risk guards (TIP canary + BIL hedge) — higher upside with controlled downside vs the S&P 500.