A regime-switching, canary-driven levered strategy that uses TQQQ (Nasdaq 3x) as the main levered bet, with volatility and safe-haven hedges to limit drawdown during volatility spikes. RSI momentum signals and a momentum-favored “Safe Haven” sleeve steer exposure between risk-on and risk-off assets; a long-term trend filter guides the overall stance. It replaces UPRO with TQQQ to align leverage with Nasdaq exposure and includes diverse hedges like UVXY, TMF, VIXM, UUP, DBC, and GLD/UGL.

- What it tries to do: generate leveraged upside when markets are favorable, but reduce risk when volatility spikes or trends weaken. It uses signals called canaries to decide when to tilt between bets. - Main bets: 3x exposure to Nasdaq (TQQQ) or volatility-related ETFs (UVXY) depending on momentum checks. When a strong uptrend is suspected, the system leans into TQQQ; when volatility spikes or risk conditions worsen, it moves toward hedges like UVXY and TMF instead of doubling down on risky bets. - RSI-based timing: a simple momentum gauge checks if short-term price momentum is extreme (overbought) or extreme weakness; this helps decide which levered or hedged position to hold. For example, when RSI on a Nasdaq proxy is very high, volatility hedges may be favored; when momentum is cooler, levered Nasdaq exposure may be preferred. - Canaries and “Main Canary On” mode: there are layers of signals (75–30 RSI catcher) that, when triggered, adjust the mix toward more offensive or protective assets. A dedicated “Safe Haven Momentum” sleeve looks at several hedging and defensive assets (dollar, Treasuries, gold/commodities, energy, utilities, volatility) and selects the top four by recent performance, allocating 40% of the overall capital to that group. - Long-term trend filter: there is a 365-day look-back/EMA concept that helps avoid taking on leveraged bets when broad trends aren’t favorable. - Allocation and rebalancing: the design emphasizes conditional exposure rather than routine rebalancing; the top-level rule indicates no fixed rebalancing cadence, but dynamic, signal-driven placement occurs whenever conditions are met. - Why replace UPRO with TQQQ: this version explicitly uses TQQQ (3x Nasdaq) to capture Nasdaq breadth rather than S&P 500, aligning leverage with the Nasdaq’s tech/growth tilt and potentially different drawdown characteristics. - Assets involved: includes UVXY, TQQQ, TMF, VIXM, SPY/QQQ proxies, UUP (US dollar), DBC (commodities), GLD/UGL (gold), IEO (oil & gas), XLU (utilities), and other macro hedges. Some entries (like WOOD in the code) look like placeholders or mis-typed values but the intended assets are those listed above. - What you should know: this is a highly active, multi-asset, leveraged approach that relies on timing and cross-asset signals. It is not a static, long-term buy-and-hold strategy and can experience large swings in value. Always consider risk tolerance and time horizon before engaging with leveraged strategies.

Out-of-sample, this Nasdaq-tilted, regime-switching strategy targets ~35% annualized returns vs ~22% for the S&P, with Calmar ~1.02 and hedges to dampen spikes. Higher upside, but larger drawdowns in extreme moves.