A daily, multi-signal framework that uses momentum and volatility clues to tilt into 3x leveraged tech ETFs (e.g., TQQQ, SOXL, TECL, UPRO) while applying volatility hedges (UVXY, VIXY, SQQQ) and short-term Treasuries (BIL) as risk controls. It’s a high-risk, regime-driven strategy with many nested conditions and recipe-like groups to adapt to changing markets.

- The system runs daily and evaluates a long chain of tests grouped into recipes (Group 1, Group 2, etc.). Each group captures a market regime (e.g., trending up in momentum, or high volatility) and includes conditions like: price relative to moving averages, various versions of momentum signals (think “is this ETF showing strength?”), and volatility checks. - If a group’s tests pass, the strategy allocates to a set of leveraged tech ETFs (examples: TQQQ, UPRO, TECL, SOXL). These are not regular bets; they aim to multiply daily moves by roughly 3x, which can mean big gains when the market runs, but also big losses if the market turns against them. The code shows repeated emphasis on TQQQ, SPXL, TECL, and SOXL as core long exposure when momentum looks good. - The system also alternates between long bets and hedges. It uses volatility-related instruments (UVXY, VIXY, SQQQ) to gauge and react to rising fear or volatility. If volatility signals are strong or momentum signals flip, it can pull back or flip into hedges or even into safer assets (e.g., BIL, which tracks very short-term Treasuries) to reduce risk. - Momentum checks are implemented via indicators that resemble RSI and moving-average comparisons. In plain terms: if the recent price action shows strength (and certain tests over shorter and longer windows align) and volatility isn’t too high, the system leans into high-return, levered bets. If momentum weakens or volatility spikes, it reduces risk by reallocating to hedges or cash-like bonds. - The structure also includes several “Holy Grail” style groups that appear to be more conservative or diversified subsets, with layered RSI and moving-average filters. Some blocks compare cumulative returns across windows, and some blocks select the strongest performers across a basket with top/bottom filters. - Overall, the strategy is a carefully orchestrated balance of aggressive upside capture (via 3x levered ETFs) and defensive risk management (via volatility hedges and short-term Treasuries), executed through a dense, multi-node decision tree that picks which assets to hold based on a wide set of timing and momentum rules. It’s a highly sophisticated, high-risk approach best understood as “when signals look strong, go big on leveraged tech; when signals warn, pull back or hedge.”

Out-of-sample, this strategy leverages tech bets 3x with hedges to chase big upside while limiting risk. Sharpe ~1.59 vs S&P ~1.30; annualized return ~85% vs ~24%, plus built-in risk controls.