A rule-based, multi-asset, leveraged-growth strategy that tilts into Nasdaq-levered exposures (like TQQQ) when momentum is positive, then trims risk with a diverse hedge set (VIX proxies, anti-beta funds, and bond hedges) to guard against volatility and drawdowns. Designed to ride long-term growth while cushioning downturns through a complex, signal-driven framework.

- The strategy starts with cash-equivalent positioning and builds a core long exposure to leveraged Nasdaq and tech equities (like TQQQ, TECL, SOXL, SPXL, etc.) when momentum signals look favorable. - It uses momentum and trend checks (moving averages, RSI-like readings) on a basket of broad-market proxies (SPY, QQQ, IOO, etc.) to decide whether to stay in the leveraged bets or rotate into hedges. - When risk signals heat up (high RSI readings, weaker cross-asset momentum, or volatility indicators rising), it shifts a meaningful portion of capital into hedging tools: VIX futures proxies (VIXY, UVXY; SVXY as inverse), anti-beta funds (BTAL), and bond-related hedges (TLT, BIL, SHV, SHY). - A dedicated hedged sleeve (VIX Blend+) assigns most weight to VIXY with a smaller portion to a bond-hedged alternative (TLT/BTAL) to dampen equity volatility exposure. - There are momentum-based “bear/long-duration” hedges (TMV, TMF) that aim to protect against drawdown in extreme regimes by tilting to bear-on-treasury or related hedges; these are activated when longer-term momentum signals favor protective positions. - The system often uses longer lookback horizons (e.g., 60–200 days) to guide “scaling in/out” decisions and cross-asset hedging. The overall process is heavily rule-based, with weights and assets adjusted by a cascade of IF/THEN checks referencing a broad slate of assets. - The net exposure is a dynamic blend of leveraged growth bets and a multi-layer hedging framework intended to preserve capital while seeking upside in favorable regimes.

Out-of-sample, this Nasdaq‑tilt strategy uses hedges to chase big upside while dampening risk. It shows ~34% annualized return vs ~18% for the S&P, with Calmar ~1.38. It offers stronger upside and risk protection in volatility, though drawdowns can be larger.