Daily, rule-based tactical allocation with two pillars (equities via SPY-related levered ETFs and bonds/defense via LQD-related assets). It uses RSI and price vs. 200-day MA to pick one asset per pillar, then combines them with equal weight, including hedges for volatility.

Two parallel panels run every day: SPY FTLT (stock-focused) and LQD FTLT (bond-focused). Each panel tests a set of candidate assets (levered ETFs, inverse ETFs, volatility hedges) using these steps: - Check short-term momentum with RSI on selected assets; high RSI signals strength or overheating. - Check whether the asset’s price sits above its 200-day moving average to confirm uptrend. - If eligible, rank candidates by a momentum/moving-average rule and pick the top one. - Allocate 100% to the chosen asset within that panel (weight 100/100). - The two panels are combined with equal emphasis, producing a two-pronged exposure: one equity-leaning and one bond/defense-leaning, with occasional hedges if signals indicate volatility. Rebalance occurs daily. The strategy uses leveraged ETFs (e.g., TQQQ, SPXL, TECL), inverse ETFs (SQQQ), and volatility proxies (UVXY) to pursue amplified trends and hedges, but this also heightens risk and requires thorough testing before live use.

Out-of-sample, this strategy beats the S&P 500 on risk-adjusted grounds: Sharpe ~3.14 vs 2.53, Calmar ~23, and ~213% annualized return. A two-pillar, momentum-driven, hedged approach for growth with controlled risk.