A daily-rebalanced, hedged & leveraged strategy that uses SPY trend (200-day MA) to switch between aggressive 3x equity bets (TECL, TQQQ, SOXL) and treasury risk-off (TLT), with a secondary rule to overweight the single best performer from a defensive/levered asset list based on 30-day momentum, on top of a built-in downside hedge (PHDG).

- Every day, the portfolio is rebalanced to a 100% cash-equivalent allocation among the chosen assets. - Step 1: Gauge market regime by comparing SPY’s current price to its 200-day moving average. If SPY is above, the strategy leans into risk-on leveraged equity bets; if SPY is below, it shifts toward bonds as a defensive posture. - In risk-on mode, allocate to 3x leveraged equity ETFs (TECL, TQQQ, SOXL) and include a Treasury bull tilt (TMF) plus PHDG for downside hedging. - In risk-off mode, first place focus on TLT (long-duration Treasuries). - Step 2: If the treasury leg (TLT) is stronger than its 150-day moving average, run a top-pick sweep among a set of assets (TMV, UDOW, TMF, UPRO [to be replaced by TECL/TQQQ/SOXL], MOAT, BRK/B, USMV) ranked by 30-day cumulative return. - Pick the single best performer and allocate 75% of the risk budget to that asset; distribute the remaining 25% among the others or as cash, depending on the nested rules. - If the treasury leg is not above its 150-day MA, the strategy follows an alternate path within the same asset set, maintaining exposure to the hedged/defensive mix rather than piling into a single top pick. - The use of PHDG provides some downside protection even when leverage is employed, but overall the approach remains highly leveraged with daily rebalancing, so it can be very volatile in choppy markets.

Out-of-sample, this strategy targets ~31% annualized return vs SPY ~23%, using leveraged equity bets with a hedge. Higher upside but higher risk (drawdowns ~34% vs ~19%). Active risk controls help protect capital.