A daily, cash-based, momentum-driven strategy using leveraged ETFs (TQQQ, SPXL, TECL, UPRO) with hedges (UVXY, SQQQ) and a bond hedge (TLT). It first checks SPY above its 200-day MA, then rotates into the strongest momentum signals among selected ETFs. High risk, high potential reward.

Plain-language flow: - Daily, start with cash and check the market trend: is SPY above its 200-day moving average? - If yes, go through a momentum decision tree that looks at 10-day RSI values on several levers: - If TQQQ RSI (10-day) > 79, allocate to UVXY (hedge). - Else if UVXY RSI (10-day) > 80, allocate to SPXL (broad market levered). - Else allocate to TQQQ ( Nasdaq-100 levered). - If the above rules aren’t triggered, consider alternative legs: - If TECL RSI (10-day) < 31, pick TECL (tech levered) as the tilt. - Else if UPRO RSI (10-day) < 30 on SPY, pick UPRO. - Else look at SQQQ and TLT as a hedged-off sleeve; among those two, pick the top asset by RSI (a 1-asset tilt). - The chosen asset is allocated with a deltascript weighting (the example shows a partial weight like 14.83/100 in that branch), with the rest remaining in cash. The rebalance happens daily. - Asset mix is focused on equities with occasional hedges or bond exposure to damp volatility; all decisions hinge on momentum signals and the market-state filter (SPY vs 200-day MA). - Important caveats: Leveraged ETFs magnify gains and losses; constant daily rebalancing can drag performance in sideways markets; this is a high-risk approach not suited for beginners without proper risk controls and position sizing.

Out-of-sample: ~76% annualized return vs ~19% for the S&P, with stronger risk-adjusted metrics (Sharpe ~1.18 vs ~1.06; Calmar ~1.51). Levered momentum plus hedges seeks big moves; higher potential but also higher drawdown risk.