A daily, 100-day MA–driven tactical mix between leveraged equity ETFs (risk-on) and hedges/cash-like assets (risk-off); dynamic rotation aims to capture upside in uptrends and protect in downturns using a multi-sleeve, rule-based ETF selection.

Know when to hold ’em, know when to fold ’em. This strategy watches a broad market proxy (SPY) and uses its price relative to a 100-day moving average to decide whether to take on more risk or seek protection. In uptrends, it rotates into leveraged equity ETFs (like 3x bulls in technology, semiconductors, financials, and broad market) based on momentum and strength screens to pick the strongest candidates. In downtrends or rising risk conditions (volatility spikes, weaker price signals), it shifts toward hedges and safer exposures (short-term Treasuries, longer-durationTreasury hedges, U.S. dollar, or inverse/ bear ETFs) to reduce drawdown. - Daily rebalance: Positions are evaluated and adjusted every trading day. - Posture logic: Two main sleeves exist—Risk On (aggressive equity exposure) and Risk Off (defensive hedges). A refined hedged sleeve (HFEA) blends equity exposure with hedges to temper risk. - Signals and screens (simplified): Price vs. moving average, momentum/RSI-style metrics, and simple return/risk screens guide asset selection within each sleeve. - Core risk: Uses leveraged ETFs, which amplify both gains and losses and incur higher costs and tracking errors. This approach is intended for active management and regime-based shifts rather than long-term buy-and-hold. Example flow (simplified): - If SPY trades above its 100-day average and momentum in the top levered ETFs looks strong, the strategy tilts toward SPXL/UPRO/TECL/SOXL with weights favoring the best performers. - If SPY trades below its 100-day average or volatility signals warn of risk, the strategy pivots into hedges such as SPXS, TMF/TMV, BIL, USDU, and short/ inverse ETFs to dampen equity exposure. - The process repeats daily, with the toolkit including a refined hedged module (HFEA) designed to balance risk and upside potential. Key tickers (representative, not exhaustive): - Risk-on targets (leveraged bulls): SPXL, UPRO, TECL, SOXL, TQQQ, FAS - Hedge/defense targets: SPXS, TMF, TMV, TBF, USDU, BIL, SQQQ - Misc/filters used in the logic: UVXY (volatility proxy), SPY (benchmark), SPY-related moving-average checks, RSI-derived momentum on select assets. Note: The exact nested logic is a multi-layer decision tree with several branches that determine which specific asset is chosen at any given day. The high-level takeaway remains: 100-day MA governs posture; leveraged ETFs drive upside in favorable regimes; hedges and safer assets guard against downside in unfavorable regimes. The design aims to capture upswings with amplification while restricting losses during turmoil, at the cost of higher complexity and risk.

Out-of-sample edge: ~26.5% annualized return vs SPY’s 22.5%, via dynamic risk-on/risk-off with leveraged ETFs. Aims higher upside with hedges to limit losses, but comes with higher volatility and drawdowns than the S&P 500.